+211.8%
SPXL vs VLTO
+69.5%
+142.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.4% |
| 7D | -8.7% | +5.4% | -14.1% | -12.3% |
| 30D | -16.9% | +22.3% | -39.2% | -29.7% |
| 3M | -15.2% | +19.6% | -34.8% | -27.0% |
| 6M | -5.5% | +35.2% | -40.7% | -28.5% |
| YTD | +12.4% | +17.9% | -5.4% | -2.6% |
| 1Y | +16.9% | +19.5% | -2.6% | -0.9% |
| 3Y | +211.8% | +73.9% | +137.9% | +133.3% |
| All | +211.8% | +69.5% | +142.3% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling