+1,065.2%
NRG vs SPXL
+1,271.9%
-206.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.8% |
| 7D | -4.7% | -2.5% | -2.1% | -3.8% |
| 30D | -6.0% | -4.2% | -1.7% | -4.5% |
| 3M | -8.0% | +8.1% | -16.1% | -11.0% |
| 6M | -23.2% | +35.6% | -58.8% | -31.7% |
| YTD | -28.1% | +28.8% | -56.9% | -34.9% |
| 1Y | -27.3% | +39.8% | -67.1% | -36.1% |
| 3Y | +208.7% | +221.4% | -12.7% | +100.8% |
| 5Y | +197.7% | +146.9% | +50.7% | +93.5% |
| All | +1,065.2% | +1,271.9% | -206.7% | +183.1% |
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