+1,256.7%
SPXL vs NTRA
+1,711.9%
-455.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.4% |
| 7D | -6.0% | -0.5% | -5.5% | -5.9% |
| 30D | -5.8% | +4.3% | -10.1% | -7.2% |
| 3M | +10.9% | +50.6% | -39.8% | -4.6% |
| 6M | +31.9% | +63.9% | -32.0% | +9.3% |
| YTD | +25.8% | +42.4% | -16.6% | +8.7% |
| 1Y | +39.8% | +92.1% | -52.3% | +9.0% |
| 3Y | +219.9% | +501.7% | -281.9% | +69.2% |
| 5Y | +141.1% | +171.4% | -30.4% | +47.3% |
| 10Y | +1,223.7% | +3,161.4% | -1,937.7% | +307.6% |
| All | +1,256.7% | +1,711.9% | -455.2% | +337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling