+1,695.4%
NOC vs SPXL
+7,736.1%
-6,040.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | -7.2% | -0.9% | -6.3% | -7.1% |
| 3M | -5.1% | +2.0% | -7.1% | -6.1% |
| 6M | -31.1% | +33.5% | -64.6% | -36.3% |
| YTD | -8.6% | +32.2% | -40.7% | -15.5% |
| 1Y | -9.7% | +48.9% | -58.6% | -19.3% |
| 3Y | +24.3% | +222.9% | -198.6% | -13.8% |
| 5Y | +52.6% | +140.7% | -88.1% | +4.5% |
| 10Y | +183.6% | +1,192.7% | -1,009.1% | +0.1% |
| All | +1,695.4% | +7,736.1% | -6,040.7% | +188.0% |
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