+29.1%
SPXL vs NLY
+0.8%
+28.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.8% | +1.0% | +2.0% |
| 7D | -2.5% | +3.5% | -6.0% | -4.9% |
| 30D | -4.3% | +3.6% | -7.9% | -7.0% |
| 3M | -4.2% | -13.6% | +9.4% | +8.5% |
| 6M | +15.0% | -9.1% | +24.1% | +24.8% |
| YTD | +28.4% | -6.1% | +34.5% | +35.2% |
| All | +29.1% | +0.8% | +28.4% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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