+635.1%
SPXL vs NVT
+712.1%
-77.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | +0.9% |
| 7D | -1.3% | +7.0% | -8.3% | -7.7% |
| 30D | -5.0% | -2.3% | -2.7% | -4.4% |
| 3M | +7.6% | -3.1% | +10.7% | +6.3% |
| 6M | +33.6% | +47.0% | -13.4% | -15.3% |
| YTD | +28.1% | +56.2% | -28.1% | -24.9% |
| 1Y | +43.6% | +74.5% | -30.9% | -26.3% |
| 3Y | +225.8% | +184.0% | +41.8% | -10.8% |
| 5Y | +140.1% | +410.8% | -270.7% | -64.9% |
| All | +635.1% | +712.1% | -77.0% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling