+298.3%
NSC vs SPXL
+1,078.5%
-780.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.0% |
| 7D | -3.4% | -2.9% | -0.6% | -2.8% |
| 30D | +3.6% | -12.4% | +16.0% | +7.6% |
| 3M | -1.4% | -11.8% | +10.4% | +1.9% |
| 6M | +6.0% | -1.4% | +7.4% | +4.5% |
| YTD | +15.5% | +19.0% | -3.5% | +5.8% |
| 1Y | +16.2% | +18.0% | -1.7% | +6.5% |
| 3Y | +76.9% | +220.0% | -143.1% | +7.5% |
| 5Y | +29.3% | +102.6% | -73.3% | -15.7% |
| 10Y | +298.3% | +1,087.3% | -789.0% | -2.0% |
| All | +298.3% | +1,078.5% | -780.3% | -2.0% |
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 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