-9.5%
NOC vs SPXL
+41.9%
-51.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | +0.8% | -2.5% | +3.3% | +0.8% |
| 30D | -9.7% | -4.2% | -5.5% | -9.6% |
| 3M | -5.6% | +8.1% | -13.8% | -5.9% |
| 6M | -28.6% | +35.6% | -64.2% | -29.8% |
| YTD | -7.9% | +28.8% | -36.7% | -9.4% |
| 1Y | -9.5% | +39.8% | -49.4% | -11.7% |
| All | -9.5% | +41.9% | -51.5% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling