+221.4%
SPXL vs NUE
+61.7%
+159.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.9% | +1.4% |
| 7D | -2.5% | -0.6% | -1.9% | -2.1% |
| 30D | -4.2% | -4.6% | +0.3% | -1.6% |
| 3M | +8.1% | -0.3% | +8.4% | +7.2% |
| 6M | +35.6% | +51.9% | -16.3% | +0.5% |
| YTD | +28.8% | +60.0% | -31.2% | -8.4% |
| 1Y | +39.8% | +82.9% | -43.1% | -10.1% |
| 3Y | +221.4% | +66.0% | +155.4% | +92.9% |
| All | +221.4% | +61.7% | +159.7% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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