-9.1%
NVTS vs SPXL
+137.7%
-146.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +2.2% |
| 7D | -1.4% | -2.5% | +1.1% | +0.9% |
| 30D | -16.5% | -4.2% | -12.3% | -13.4% |
| 3M | -47.6% | +8.1% | -55.7% | -50.5% |
| 6M | +7.3% | +35.6% | -28.3% | -13.6% |
| YTD | +62.9% | +28.8% | +34.1% | +39.1% |
| 1Y | +91.3% | +39.8% | +51.5% | +55.6% |
| 3Y | +43.4% | +221.4% | -178.0% | -40.1% |
| All | -9.1% | +137.7% | -146.8% | -53.7% |
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 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