+1,110.7%
SPXL vs VFC
-48.6%
+1,159.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.5% | -3.2% |
| 7D | +7.4% | +1.6% | +5.8% | +6.4% |
| 30D | -7.8% | +25.5% | -33.3% | -20.0% |
| 3M | -11.9% | +41.3% | -53.2% | -29.4% |
| 6M | -1.7% | +22.2% | -23.9% | -15.9% |
| YTD | +20.8% | +16.4% | +4.4% | +5.0% |
| 1Y | +25.0% | +38.4% | -13.4% | -3.6% |
| 3Y | +226.1% | +56.2% | +169.9% | +64.1% |
| 5Y | +101.1% | -68.2% | +169.3% | +338.7% |
| All | +1,110.7% | -48.6% | +1,159.3% | +2,032.5% |
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