+73.3%
NSC vs SPXL
+212.3%
-138.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.0% |
| 7D | -6.6% | -8.7% | +2.1% | -4.8% |
| 30D | +2.2% | -16.9% | +19.0% | +6.2% |
| 3M | -6.2% | -15.2% | +9.0% | -3.1% |
| 6M | +1.7% | -5.5% | +7.2% | +1.6% |
| YTD | +12.2% | +12.4% | -0.2% | +6.5% |
| 1Y | +15.4% | +16.9% | -1.5% | +8.1% |
| 3Y | +73.3% | +211.8% | -138.5% | +13.4% |
| All | +73.3% | +212.3% | -138.9% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling