+514.0%
NOW vs SPXL
+1,102.8%
-588.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | +0.3% | +7.4% | -7.2% | -3.0% |
| 30D | -27.0% | -7.8% | -19.1% | -24.5% |
| 3M | -19.6% | -11.9% | -7.7% | -15.4% |
| 6M | +17.5% | -1.7% | +19.2% | +16.6% |
| YTD | -33.3% | +20.8% | -54.1% | -40.5% |
| 1Y | -39.8% | +25.0% | -64.8% | -47.4% |
| 3Y | -19.9% | +226.1% | -246.0% | -57.1% |
| 5Y | -26.1% | +101.1% | -127.2% | -53.8% |
| All | +514.0% | +1,102.8% | -588.9% | +12.5% |
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