+103.6%
SPXL vs VFC
-68.8%
+172.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +1.9% | +0.3% |
| 7D | +9.6% | -1.4% | +11.0% | +10.3% |
| 30D | -9.8% | +24.6% | -34.4% | -18.3% |
| 3M | -9.1% | +38.4% | -47.5% | -21.6% |
| 6M | +1.1% | +15.3% | -14.2% | -6.8% |
| YTD | +22.3% | +12.7% | +9.6% | +13.0% |
| 1Y | +20.3% | +32.7% | -12.4% | +2.7% |
| 3Y | +229.0% | +43.7% | +185.3% | +122.4% |
| 5Y | +103.6% | -69.2% | +172.7% | +504.9% |
| All | +103.6% | -68.8% | +172.4% | +504.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling