Some of our supplements:
Much of it is during the summer.
In years past I have taught/pushed some math on our kids (with little rewards systems that increase their interest).
My wife has been teaching our youngest math above her grade level at school.
This summer our kids will be taking various summer school classes, including a fairly aggressive pair of science classes for our middle (science focused) kid. There was also a math program basically for highly advanced kids that our middle child took last summer and part of the school year, before dropping out (the course material for this was, IMO, dated and underwhelming).
Music lessons.
General encouragement for their interests.
Etc.
I think it's had value, but I would still like to see them progressing IN school at a faster rate.