+523.3%
ON vs SPXL
+1,102.8%
-579.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.9% |
| 7D | +12.2% | +7.4% | +4.8% | +7.5% |
| 30D | -3.1% | -7.8% | +4.7% | +2.1% |
| 3M | -12.9% | -11.9% | -0.9% | -5.3% |
| 6M | -38.6% | -1.7% | -36.9% | -36.9% |
| YTD | +31.2% | +20.8% | +10.4% | +18.3% |
| 1Y | +47.6% | +25.0% | +22.6% | +30.2% |
| 3Y | +6.6% | +226.1% | -219.5% | -48.7% |
| 5Y | +21.3% | +101.1% | -79.8% | -27.6% |
| All | +523.3% | +1,102.8% | -579.5% | -18.7% |
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