+289.0%
SPXL vs NXT
+168.4%
+120.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -6.0% | -2.6% | -3.4% | -5.4% |
| 30D | -5.8% | -22.4% | +16.7% | 0.0% |
| 3M | +10.9% | -27.3% | +38.2% | +19.0% |
| 6M | +31.9% | -28.5% | +60.4% | +40.4% |
| YTD | +25.8% | -6.6% | +32.4% | +25.2% |
| 1Y | +39.8% | +20.4% | +19.4% | +30.9% |
| 3Y | +219.9% | +90.9% | +128.9% | +154.1% |
| All | +289.0% | +168.4% | +120.6% | +176.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling