+253.6%
SPXL vs VLTO
+56.1%
+197.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.8% | +6.2% | +6.4% |
| 7D | -0.9% | +2.0% | -2.9% | -2.2% |
| 30D | -11.4% | +21.8% | -33.2% | -24.3% |
| 3M | -10.8% | +20.2% | -31.0% | -23.1% |
| 6M | -0.3% | +36.3% | -36.6% | -24.1% |
| YTD | +20.3% | +18.8% | +1.5% | +3.9% |
| 1Y | +24.7% | +20.4% | +4.3% | +5.7% |
| 3Y | +238.6% | +71.9% | +166.6% | +140.2% |
| All | +253.6% | +56.1% | +197.4% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling