+8,771.7%
SPXL vs VFC
+64.1%
+8,707.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -3.1% |
| 7D | +0.1% | -1.6% | +1.7% | +1.2% |
| 30D | -0.9% | -11.6% | +10.8% | +8.8% |
| 3M | +2.0% | -18.1% | +20.1% | +15.6% |
| 6M | +33.5% | -27.4% | +60.9% | +63.9% |
| YTD | +32.2% | -24.8% | +57.0% | +55.6% |
| 1Y | +48.9% | -8.2% | +57.1% | +42.1% |
| 3Y | +222.9% | -29.1% | +252.0% | +134.3% |
| 5Y | +140.7% | -79.2% | +219.9% | +564.9% |
| 10Y | +1,192.7% | -68.1% | +1,260.8% | +1,864.4% |
| All | +8,771.7% | +64.1% | +8,707.6% | +987.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling