+138.6%
NOK vs SPXL
+1,271.9%
-1,133.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +4.0% |
| 7D | +11.0% | -2.5% | +13.5% | +11.8% |
| 30D | +7.8% | -4.2% | +12.1% | +9.3% |
| 3M | -21.0% | +8.1% | -29.1% | -22.7% |
| 6M | +40.9% | +35.6% | +5.3% | +28.7% |
| YTD | +72.0% | +28.8% | +43.2% | +59.5% |
| 1Y | +140.9% | +39.8% | +101.1% | +117.1% |
| 3Y | +194.3% | +221.4% | -27.1% | +94.2% |
| 5Y | +112.5% | +146.9% | -34.4% | +42.0% |
| All | +138.6% | +1,271.9% | -1,133.3% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling