+221.4%
SPXL vs VICR
+209.3%
+12.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.2% | -8.7% | -0.5% |
| 7D | -2.5% | +5.0% | -7.5% | -3.9% |
| 30D | -4.2% | -12.5% | +8.2% | -1.6% |
| 3M | +8.1% | -33.6% | +41.7% | +16.8% |
| 6M | +35.6% | +10.7% | +24.9% | +21.8% |
| YTD | +28.8% | +80.6% | -51.8% | -1.5% |
| 1Y | +39.8% | +288.4% | -248.5% | -18.0% |
| 3Y | +221.4% | +213.8% | +7.6% | +91.7% |
| All | +221.4% | +209.3% | +12.1% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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