-6.3%
NVTS vs SPXL
+139.8%
-146.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +3.2% |
| 7D | +9.7% | +1.5% | +8.2% | +8.1% |
| 30D | -13.6% | -3.7% | -9.9% | -10.9% |
| 3M | -51.0% | +8.1% | -59.1% | -53.5% |
| 6M | +46.3% | +39.0% | +7.3% | +15.2% |
| YTD | +68.1% | +29.9% | +38.1% | +42.3% |
| 1Y | +113.9% | +46.6% | +67.3% | +67.5% |
| 3Y | +45.3% | +230.5% | -185.2% | -40.8% |
| All | -6.3% | +139.8% | -146.1% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling