+548.9%
SPXL vs NTR
+98.7%
+450.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.6% | 0.0% |
| 7D | -6.0% | -2.5% | -3.5% | -4.3% |
| 30D | -5.8% | +17.0% | -22.8% | -16.6% |
| 3M | +10.9% | +22.2% | -11.3% | -6.3% |
| 6M | +31.9% | +5.2% | +26.7% | +21.1% |
| YTD | +25.8% | +29.7% | -3.9% | -4.2% |
| 1Y | +39.8% | +39.4% | +0.4% | -1.1% |
| 3Y | +219.9% | +38.2% | +181.7% | +116.7% |
| 5Y | +141.1% | +47.6% | +93.5% | +21.9% |
| All | +548.9% | +98.7% | +450.3% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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