+8,010.4%
SPXL vs VIG
+764.6%
+7,245.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +7.4% | +3.5% | +4.0% | -3.6% |
| 30D | -7.8% | +4.9% | -12.8% | -20.5% |
| 3M | -11.9% | +2.5% | -14.5% | -18.0% |
| 6M | -1.7% | +11.0% | -12.8% | -28.5% |
| YTD | +20.8% | +16.0% | +4.8% | -22.4% |
| 1Y | +25.0% | +17.5% | +7.4% | -22.9% |
| 3Y | +226.1% | +67.0% | +159.1% | -25.7% |
| 5Y | +101.1% | +64.8% | +36.3% | -39.9% |
| 10Y | +1,112.6% | +263.6% | +849.0% | -51.9% |
| All | +8,010.4% | +764.6% | +7,245.8% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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