+30.3%
SPXL vs VMC
+3.7%
+26.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.2% | +2.8% |
| 7D | -2.5% | +12.3% | -14.8% | -7.6% |
| 30D | -4.3% | +21.2% | -25.6% | -12.8% |
| 3M | -4.2% | +4.6% | -8.8% | -6.3% |
| 6M | +15.0% | +3.9% | +11.2% | +11.9% |
| YTD | +28.4% | +5.0% | +23.4% | +15.9% |
| 1Y | +30.3% | +2.6% | +27.7% | +20.3% |
| All | +30.3% | +3.7% | +26.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling