+1,199.1%
SPXL vs NTRS
+259.9%
+939.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +1.1% |
| 7D | -2.5% | +1.4% | -3.9% | -4.1% |
| 30D | -4.2% | -0.7% | -3.6% | -3.6% |
| 3M | +8.1% | +11.3% | -3.2% | -5.6% |
| 6M | +35.6% | +35.5% | +0.1% | -7.4% |
| YTD | +28.8% | +40.6% | -11.8% | -16.6% |
| 1Y | +39.8% | +49.2% | -9.4% | -16.1% |
| 3Y | +221.4% | +167.2% | +54.2% | -6.9% |
| 5Y | +146.9% | +94.9% | +52.0% | +8.3% |
| All | +1,199.1% | +259.9% | +939.1% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling