+291.1%
NSC vs SPXL
+1,117.7%
-826.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +1.6% | +9.6% | -7.9% | -1.5% |
| 30D | +4.2% | -9.8% | +14.0% | +7.2% |
| 3M | -0.2% | -9.1% | +8.8% | +2.1% |
| 6M | +7.6% | +1.1% | +6.4% | +5.1% |
| YTD | +17.4% | +22.3% | -4.9% | +6.5% |
| 1Y | +18.3% | +20.3% | -2.0% | +7.6% |
| 3Y | +79.8% | +229.0% | -149.2% | +8.2% |
| 5Y | +34.3% | +103.6% | -69.3% | -12.4% |
| All | +291.1% | +1,117.7% | -826.6% | -5.2% |
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 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