+226.1%
SPXL vs VLTO
+70.6%
+155.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.7% |
| 7D | +7.4% | +1.0% | +6.4% | +6.7% |
| 30D | -7.8% | +17.5% | -25.3% | -19.3% |
| 3M | -11.9% | +21.4% | -33.3% | -25.1% |
| 6M | -1.7% | +38.1% | -39.9% | -27.1% |
| YTD | +20.8% | +19.0% | +1.8% | +3.8% |
| 1Y | +25.0% | +20.7% | +4.3% | +5.2% |
| 3Y | +226.1% | +64.3% | +161.8% | +144.3% |
| All | +226.1% | +70.6% | +155.5% | +144.3% |
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