+48.9%
SPXL vs VMC
-8.5%
+57.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | +0.1% | -4.3% | +4.4% | +2.2% |
| 30D | -0.9% | -8.2% | +7.4% | +3.3% |
| 3M | +2.0% | -7.0% | +9.1% | +4.7% |
| 6M | +33.5% | -10.8% | +44.3% | +38.3% |
| YTD | +32.2% | -7.4% | +39.5% | +29.8% |
| 1Y | +48.9% | -9.5% | +58.4% | +49.8% |
| All | +48.9% | -8.5% | +57.4% | +49.8% |
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