-58.0%
NCLH vs SPXL
+1,271.9%
-1,329.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.2% |
| 7D | -4.8% | -2.5% | -2.3% | -3.3% |
| 30D | -21.7% | -4.2% | -17.4% | -19.5% |
| 3M | -22.2% | +8.1% | -30.4% | -26.5% |
| 6M | -27.5% | +35.6% | -63.1% | -40.3% |
| YTD | -33.6% | +28.8% | -62.4% | -43.6% |
| 1Y | -45.0% | +39.8% | -84.8% | -55.9% |
| 3Y | -11.0% | +221.4% | -232.4% | -59.4% |
| 5Y | -39.7% | +146.9% | -186.7% | -69.8% |
| All | -58.0% | +1,271.9% | -1,329.8% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 10y: compounded portfolio wealth divided by compounded SPXL 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…
10y analysis · Full analysis span regression · 6 months rolling