+780.0%
NOW vs SPXL
+1,239.4%
-459.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.9% |
| 7D | -9.9% | -6.0% | -3.9% | -7.4% |
| 30D | +2.8% | -5.8% | +8.6% | +5.7% |
| 3M | +23.7% | +10.9% | +12.8% | +17.1% |
| 6M | +12.5% | +31.9% | -19.4% | -2.4% |
| YTD | -14.4% | +25.8% | -40.1% | -24.6% |
| 1Y | -29.0% | +39.8% | -68.8% | -40.8% |
| 3Y | +9.3% | +219.9% | -210.6% | -40.8% |
| 5Y | +1.2% | +141.1% | -139.9% | -41.1% |
| All | +780.0% | +1,239.4% | -459.4% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling