+221.4%
SPXL vs NVS
+54.2%
+167.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.5% |
| 7D | -2.5% | -14.3% | +11.7% | +2.7% |
| 30D | -4.2% | -10.0% | +5.7% | -1.3% |
| 3M | +8.1% | -10.9% | +19.0% | +11.4% |
| 6M | +35.6% | -12.0% | +47.6% | +40.5% |
| YTD | +28.8% | +2.5% | +26.3% | +24.1% |
| 1Y | +39.8% | +10.7% | +29.2% | +29.7% |
| 3Y | +221.4% | +53.3% | +168.1% | +151.9% |
| All | +221.4% | +54.2% | +167.2% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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