+748.1%
NSC vs SPXL
+6,567.8%
-5,819.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.1% |
| 7D | -6.6% | -8.7% | +2.1% | -3.8% |
| 30D | +2.2% | -16.9% | +19.0% | +8.5% |
| 3M | -6.2% | -15.2% | +9.0% | -1.4% |
| 6M | +1.7% | -5.5% | +7.2% | +1.7% |
| YTD | +12.2% | +12.4% | -0.2% | +4.3% |
| 1Y | +15.4% | +16.9% | -1.5% | +5.4% |
| 3Y | +73.3% | +211.8% | -138.5% | +3.5% |
| 5Y | +24.7% | +85.6% | -61.0% | -18.4% |
| 10Y | +324.5% | +1,159.4% | -834.9% | +8.8% |
| All | +748.1% | +6,567.8% | -5,819.7% | -22.0% |
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 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