+1,168.3%
SPXL vs VFC
-70.4%
+1,238.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -0.9% |
| 7D | -6.0% | -3.3% | -2.7% | -4.1% |
| 30D | -5.8% | -14.0% | +8.2% | +3.1% |
| 3M | +10.9% | -22.6% | +33.4% | +26.9% |
| 6M | +31.9% | -24.7% | +56.6% | +52.3% |
| YTD | +25.8% | -29.0% | +54.7% | +49.1% |
| 1Y | +39.8% | -13.8% | +53.5% | +42.0% |
| 3Y | +219.9% | -28.2% | +248.1% | +161.8% |
| 5Y | +141.1% | -79.0% | +220.1% | +554.0% |
| All | +1,168.3% | -70.4% | +1,238.7% | +2,888.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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