+8,010.4%
SPXL vs VMC
+481.1%
+7,529.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.7% |
| 7D | +7.4% | -1.3% | +8.7% | +8.8% |
| 30D | -7.8% | +15.5% | -23.3% | -20.1% |
| 3M | -11.9% | +0.6% | -12.5% | -13.1% |
| 6M | -1.7% | +2.1% | -3.8% | -6.0% |
| YTD | +20.8% | -1.6% | +22.4% | +17.7% |
| 1Y | +25.0% | -1.2% | +26.2% | +21.3% |
| 3Y | +226.1% | +35.3% | +190.8% | +134.1% |
| 5Y | +101.1% | +43.6% | +57.5% | +46.6% |
| 10Y | +1,112.6% | +126.7% | +985.8% | +458.1% |
| All | +8,010.4% | +481.1% | +7,529.3% | +1,253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling