+28.4%
NOC vs SPXL
+214.3%
-186.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | -1.8% | -6.0% | +4.2% | -1.6% |
| 30D | -9.4% | -5.8% | -3.7% | -9.3% |
| 3M | -3.8% | +10.9% | -14.7% | -4.1% |
| 6M | -28.8% | +31.9% | -60.7% | -29.3% |
| YTD | -7.9% | +25.8% | -33.6% | -8.5% |
| 1Y | -9.0% | +39.8% | -48.8% | -9.9% |
| All | +28.4% | +214.3% | -186.0% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling