+8,546.7%
SPXL vs NLY
+263.0%
+8,283.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.9% |
| 7D | -2.5% | -4.0% | +1.5% | +1.7% |
| 30D | -4.2% | -5.2% | +1.0% | +1.4% |
| 3M | +8.1% | +2.8% | +5.3% | +4.7% |
| 6M | +35.6% | +4.2% | +31.4% | +29.9% |
| YTD | +28.8% | +4.7% | +24.1% | +22.2% |
| 1Y | +39.8% | +12.7% | +27.1% | +22.0% |
| 3Y | +221.4% | +62.5% | +158.8% | +94.6% |
| 5Y | +146.9% | +26.3% | +120.6% | +100.8% |
| 10Y | +1,255.8% | +81.0% | +1,174.8% | +664.0% |
| All | +8,546.7% | +263.0% | +8,283.7% | +1,686.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling