+639.1%
SPXL vs NVT
+731.8%
-92.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | -2.0% |
| 7D | -2.5% | +4.1% | -6.6% | -6.5% |
| 30D | -4.2% | -5.1% | +0.9% | -0.8% |
| 3M | +8.1% | -1.2% | +9.3% | +4.8% |
| 6M | +35.6% | +46.6% | -11.0% | -13.6% |
| YTD | +28.8% | +60.0% | -31.2% | -26.2% |
| 1Y | +39.8% | +70.8% | -31.0% | -26.5% |
| 3Y | +221.4% | +187.5% | +33.8% | -13.0% |
| 5Y | +146.9% | +426.1% | -279.2% | -64.9% |
| All | +639.1% | +731.8% | -92.7% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling