+8,499.7%
SPXL vs NVMI
+46,631.3%
-38,131.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | -1.3% | +6.9% | -8.2% | -4.0% |
| 30D | -5.0% | -2.8% | -2.1% | -4.3% |
| 3M | +7.6% | -27.3% | +34.9% | +20.1% |
| 6M | +33.6% | -13.7% | +47.3% | +38.1% |
| YTD | +28.1% | +13.8% | +14.3% | +17.6% |
| 1Y | +43.6% | +34.9% | +8.8% | +23.0% |
| 3Y | +225.8% | +213.5% | +12.3% | +96.2% |
| 5Y | +140.1% | +272.5% | -132.4% | +39.8% |
| 10Y | +1,248.4% | +3,142.4% | -1,894.0% | +356.2% |
| All | +8,499.7% | +46,631.3% | -38,131.6% | +1,833.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling