-41.4%
NCLH vs SPXL
+141.8%
-183.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.2% |
| 7D | -4.8% | -2.5% | -2.3% | -3.2% |
| 30D | -21.7% | -4.2% | -17.4% | -19.4% |
| 3M | -22.2% | +8.1% | -30.4% | -26.7% |
| 6M | -27.5% | +35.6% | -63.1% | -40.8% |
| YTD | -33.6% | +28.8% | -62.4% | -44.0% |
| 1Y | -45.0% | +39.8% | -84.8% | -56.3% |
| 3Y | -11.0% | +221.4% | -232.4% | -60.8% |
| All | -41.4% | +141.8% | -183.3% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling