-32.6%
NKE vs SPXL
+40.9%
-73.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.7% |
| 7D | -2.3% | -1.3% | -1.0% | -2.0% |
| 30D | -10.4% | -5.0% | -5.4% | -9.4% |
| 3M | -15.5% | +7.6% | -23.0% | -17.3% |
| 6M | -32.6% | +33.6% | -66.2% | -38.4% |
| All | -32.6% | +40.9% | -73.6% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SPXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling