+8,546.7%
SPXL vs NYT
+655.0%
+7,891.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +2.0% | +2.1% |
| 7D | -2.5% | -0.6% | -1.9% | -2.1% |
| 30D | -4.2% | +4.6% | -8.8% | -7.4% |
| 3M | +8.1% | -9.6% | +17.7% | +13.4% |
| 6M | +35.6% | -14.0% | +49.6% | +45.8% |
| YTD | +28.8% | -2.8% | +31.6% | +26.0% |
| 1Y | +39.8% | +15.6% | +24.2% | +19.7% |
| 3Y | +221.4% | +56.3% | +165.1% | +116.4% |
| 5Y | +146.9% | +39.5% | +107.4% | +78.4% |
| 10Y | +1,255.8% | +488.0% | +767.7% | +246.8% |
| All | +8,546.7% | +655.0% | +7,891.8% | +1,661.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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