+219.6%
SPXL vs VFC
-27.2%
+246.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | -1.3% | -2.3% | +1.1% | -0.5% |
| 30D | -5.0% | -13.4% | +8.4% | -0.4% |
| 3M | +7.6% | -23.7% | +31.3% | +16.7% |
| 6M | +33.6% | -24.5% | +58.1% | +45.0% |
| YTD | +28.1% | -27.8% | +55.9% | +40.7% |
| 1Y | +43.6% | -13.5% | +57.1% | +47.1% |
| All | +219.6% | -27.2% | +246.9% | +201.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling