+1,136.6%
NVO vs SPXL
+7,356.5%
-6,219.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | -7.4% | -6.0% | -1.4% | -6.1% |
| 30D | -5.5% | -5.8% | +0.3% | -4.3% |
| 3M | +4.1% | +10.9% | -6.7% | +1.2% |
| 6M | +19.3% | +31.9% | -12.6% | +11.1% |
| YTD | -9.2% | +25.8% | -34.9% | -14.3% |
| 1Y | -15.0% | +39.8% | -54.8% | -21.7% |
| 3Y | -50.9% | +219.9% | -270.7% | -63.5% |
| 5Y | -0.9% | +141.1% | -141.9% | -26.3% |
| 10Y | +152.4% | +1,223.7% | -1,071.2% | +9.0% |
| All | +1,136.6% | +7,356.5% | -6,219.9% | +191.3% |
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