+145.2%
SPXL vs NTRA
+172.0%
-26.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.6% | +2.1% |
| 7D | -2.5% | +0.2% | -2.8% | -2.6% |
| 30D | -4.2% | +4.1% | -8.3% | -5.7% |
| 3M | +8.1% | +50.0% | -41.9% | -8.7% |
| 6M | +35.6% | +67.3% | -31.7% | +8.6% |
| YTD | +28.8% | +43.6% | -14.8% | +8.7% |
| 1Y | +39.8% | +89.2% | -49.4% | +5.8% |
| 3Y | +221.4% | +502.5% | -281.2% | +58.7% |
| All | +145.2% | +172.0% | -26.8% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 5y: compounded portfolio wealth divided by compounded NTRA 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…
5y analysis · Full analysis span regression · 6 months rolling