+101.0%
SPXL vs VMC
+42.8%
+58.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.6% |
| 7D | +7.4% | -1.3% | +8.7% | +9.1% |
| 30D | -7.8% | +15.5% | -23.3% | -22.2% |
| 3M | -11.9% | +0.6% | -12.5% | -13.2% |
| 6M | -1.7% | +2.1% | -3.8% | -7.4% |
| YTD | +20.8% | -1.6% | +22.4% | +14.7% |
| 1Y | +25.0% | -1.2% | +26.2% | +18.0% |
| 3Y | +226.1% | +35.3% | +190.8% | +88.7% |
| All | +101.0% | +42.8% | +58.1% | +6.0% |
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