-40.1%
NCLH vs SPXL
+3,700.1%
-3,740.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.7% |
| 7D | -4.6% | -1.3% | -3.3% | -3.9% |
| 30D | -19.9% | -5.0% | -15.0% | -17.5% |
| 3M | -22.0% | +7.6% | -29.5% | -25.7% |
| 6M | -28.3% | +33.6% | -61.9% | -39.6% |
| YTD | -33.5% | +28.1% | -61.6% | -42.6% |
| 1Y | -41.5% | +43.6% | -85.1% | -53.0% |
| 3Y | -8.9% | +225.8% | -234.7% | -56.1% |
| 5Y | -40.5% | +140.1% | -180.5% | -67.8% |
| 10Y | -57.0% | +1,248.4% | -1,305.4% | -90.6% |
| All | -40.1% | +3,700.1% | -3,740.2% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling