+241.7%
SPXL vs NVD
-99.1%
+340.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.5% |
| 7D | -2.5% | +10.8% | -13.4% | +0.9% |
| 30D | -4.2% | +0.8% | -5.0% | -3.0% |
| 3M | +8.1% | -20.8% | +28.9% | +3.5% |
| 6M | +35.6% | -41.2% | +76.8% | +22.4% |
| YTD | +28.8% | -44.2% | +73.0% | +16.7% |
| 1Y | +39.8% | -54.2% | +94.0% | +23.0% |
| 3Y | +221.4% | -99.1% | +320.5% | +17.4% |
| All | +241.7% | -99.1% | +340.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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