+8,499.7%
SPXL vs NVS
+505.2%
+7,994.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.2% |
| 7D | -1.3% | -15.4% | +14.1% | +21.2% |
| 30D | -5.0% | -12.3% | +7.3% | +9.2% |
| 3M | +7.6% | -7.8% | +15.4% | +12.4% |
| 6M | +33.6% | -13.0% | +46.6% | +51.1% |
| YTD | +28.1% | +2.8% | +25.3% | +11.5% |
| 1Y | +43.6% | +10.6% | +33.0% | +10.0% |
| 3Y | +225.8% | +55.1% | +170.8% | +33.7% |
| 5Y | +140.1% | +91.7% | +48.4% | -32.7% |
| 10Y | +1,248.4% | +181.2% | +1,067.2% | +133.2% |
| All | +8,499.7% | +505.2% | +7,994.5% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling