+115.1%
NOK vs SPXL
+141.8%
-26.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +4.0% |
| 7D | +11.0% | -2.5% | +13.5% | +11.9% |
| 30D | +7.8% | -4.2% | +12.1% | +9.4% |
| 3M | -21.0% | +8.1% | -29.1% | -22.9% |
| 6M | +40.9% | +35.6% | +5.3% | +28.2% |
| YTD | +72.0% | +28.8% | +43.2% | +58.9% |
| 1Y | +140.9% | +39.8% | +101.1% | +116.1% |
| 3Y | +194.3% | +221.4% | -27.1% | +88.2% |
| All | +115.1% | +141.8% | -26.7% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling