+15.5%
NOK vs SPXL
+7,605.2%
-7,589.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.8% |
| 7D | +7.3% | +1.5% | +5.8% | +6.6% |
| 30D | +13.8% | -3.7% | +17.5% | +15.3% |
| 3M | -27.0% | +8.1% | -35.1% | -28.9% |
| 6M | +37.6% | +39.0% | -1.4% | +22.2% |
| YTD | +64.6% | +29.9% | +34.7% | +49.6% |
| 1Y | +132.0% | +46.6% | +85.4% | +100.6% |
| 3Y | +183.7% | +230.5% | -46.9% | +68.4% |
| 5Y | +101.3% | +140.2% | -38.9% | +23.5% |
| 10Y | +122.4% | +1,168.8% | -1,046.4% | -46.6% |
| All | +15.5% | +7,605.2% | -7,589.6% | -91.2% |
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