+141.1%
SPXL vs VMC
+47.2%
+93.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.2% |
| 7D | -6.0% | -3.7% | -2.3% | -2.0% |
| 30D | -5.8% | -12.8% | +7.0% | +9.5% |
| 3M | +10.9% | -7.9% | +18.8% | +18.7% |
| 6M | +31.9% | -7.5% | +39.4% | +39.1% |
| YTD | +25.8% | -11.6% | +37.4% | +35.9% |
| 1Y | +39.8% | -14.3% | +54.0% | +56.1% |
| 3Y | +219.9% | +18.5% | +201.4% | +123.6% |
| 5Y | +141.1% | +46.8% | +94.3% | +29.8% |
| All | +141.1% | +47.2% | +93.9% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling