+335.7%
NSC vs SPXL
+1,177.5%
-841.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -2.0% | -1.3% | -0.8% | -1.7% |
| 30D | -3.2% | -5.0% | +1.8% | -1.6% |
| 3M | +3.9% | +7.6% | -3.7% | +0.6% |
| 6M | +7.8% | +33.6% | -25.8% | -4.0% |
| YTD | +13.4% | +28.1% | -14.7% | +2.1% |
| 1Y | +20.3% | +43.6% | -23.3% | +3.4% |
| 3Y | +76.1% | +225.8% | -149.7% | +6.8% |
| 5Y | +45.0% | +140.1% | -95.1% | -10.9% |
| 10Y | +335.7% | +1,248.4% | -912.7% | +3.4% |
| All | +335.7% | +1,177.5% | -841.8% | +3.4% |
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