+221.4%
SPXL vs NTRS
+168.2%
+53.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +1.4% |
| 7D | -2.5% | +1.4% | -3.9% | -3.8% |
| 30D | -4.2% | -0.7% | -3.6% | -3.7% |
| 3M | +8.1% | +11.3% | -3.2% | -3.3% |
| 6M | +35.6% | +35.5% | +0.1% | -1.5% |
| YTD | +28.8% | +40.6% | -11.8% | -10.6% |
| 1Y | +39.8% | +49.2% | -9.4% | -9.0% |
| 3Y | +221.4% | +167.2% | +54.2% | +18.4% |
| All | +221.4% | +168.2% | +53.2% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling