+244.7%
SPXL vs NVD
-99.2%
+343.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -0.4% |
| 7D | +1.5% | -7.7% | +9.1% | -1.0% |
| 30D | -3.7% | -5.8% | +2.1% | -4.5% |
| 3M | +8.1% | -23.2% | +31.3% | +2.7% |
| 6M | +39.0% | -49.7% | +88.8% | +19.4% |
| YTD | +29.9% | -47.7% | +77.6% | +15.2% |
| 1Y | +46.6% | -61.3% | +107.9% | +22.1% |
| 3Y | +230.5% | -99.2% | +329.7% | +19.0% |
| All | +244.7% | -99.2% | +343.9% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling