-18.6%
NRG vs SPXL
+52.0%
-70.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +7.0% |
| 7D | +7.1% | +0.1% | +7.1% | +7.0% |
| 30D | -1.4% | -0.9% | -0.5% | -1.1% |
| 3M | -10.5% | +2.0% | -12.5% | -12.3% |
| 6M | -26.7% | +33.5% | -60.3% | -38.1% |
| YTD | -24.5% | +32.2% | -56.7% | -36.2% |
| 1Y | -18.6% | +48.9% | -67.5% | -35.7% |
| All | -18.6% | +52.0% | -70.5% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling