+230.2%
SPXL vs NXT
+171.4%
+58.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.9% | +0.7% |
| 7D | +9.6% | -6.0% | +15.6% | +11.1% |
| 30D | -9.8% | +5.4% | -15.2% | -11.1% |
| 3M | -9.1% | -9.7% | +0.7% | -7.4% |
| 6M | +1.1% | -25.3% | +26.5% | +6.4% |
| YTD | +22.3% | +7.5% | +14.9% | +17.6% |
| 1Y | +20.3% | -3.0% | +23.3% | +18.0% |
| All | +230.2% | +171.4% | +58.8% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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