+219.6%
SPXL vs VMC
+17.4%
+202.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | +1.4% |
| 7D | -1.3% | -5.3% | +4.0% | +3.3% |
| 30D | -5.0% | -12.3% | +7.3% | +6.0% |
| 3M | +7.6% | -10.3% | +17.9% | +16.2% |
| 6M | +33.6% | -8.6% | +42.2% | +40.8% |
| YTD | +28.1% | -11.9% | +40.0% | +36.0% |
| 1Y | +43.6% | -13.9% | +57.5% | +55.7% |
| All | +219.6% | +17.4% | +202.2% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling