+221.4%
SPXL vs NVMI
+207.9%
+13.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.6% |
| 7D | -2.5% | -0.1% | -2.5% | -2.5% |
| 30D | -4.2% | -8.4% | +4.2% | -0.3% |
| 3M | +8.1% | -33.6% | +41.7% | +30.4% |
| 6M | +35.6% | -14.7% | +50.3% | +40.5% |
| YTD | +28.8% | +13.2% | +15.6% | +12.4% |
| 1Y | +39.8% | +29.0% | +10.8% | +12.4% |
| 3Y | +221.4% | +215.0% | +6.4% | +35.6% |
| All | +221.4% | +207.9% | +13.5% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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