+1,819.0%
NOC vs SPXL
+7,063.6%
-5,244.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.5% |
| 7D | +4.8% | +7.4% | -2.6% | +3.1% |
| 30D | +11.0% | -7.8% | +18.9% | +12.5% |
| 3M | -3.8% | -11.9% | +8.1% | -1.7% |
| 6M | +0.6% | -1.7% | +2.4% | -0.3% |
| YTD | -2.3% | +20.8% | -23.1% | -8.5% |
| 1Y | +0.3% | +25.0% | -24.7% | -7.0% |
| 3Y | +24.6% | +226.1% | -201.5% | -14.3% |
| 5Y | +66.0% | +101.1% | -35.1% | +18.6% |
| 10Y | +161.2% | +1,112.6% | -951.4% | -7.1% |
| All | +1,819.0% | +7,063.6% | -5,244.7% | +212.0% |
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