Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SPXL vs VICR✓SelectedUSD · VICRSPXL vs VICR performance historyLatest closeAs of-1.42%09/09
Stock and ETF performance explorer

SPXL vs VICR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,499.7%
VICR return
+2,475.5%
Excess return
+6,024.2%
Maximum drawdown
-76.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVICRExcessAlpha
1D-1.4%-4.9%+3.5%+0.9%
7D-1.3%+1.3%-2.5%-2.1%
30D-5.0%-11.9%+7.0%-0.8%
3M+7.6%-35.1%+42.7%+23.7%
6M+33.6%+8.1%+25.5%+11.2%
YTD+28.1%+67.8%-39.7%-17.3%
1Y+43.6%+267.3%-223.7%-40.9%
3Y+225.8%+191.2%+34.6%+25.9%
5Y+140.1%+48.1%+92.0%+5.0%
10Y+1,248.4%+1,546.1%-297.7%+21.3%
All+8,499.7%+2,475.5%+6,024.2%+321.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling