+8,623.5%
SPXL vs VMC
+437.7%
+8,185.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -0.1% |
| 7D | +1.5% | -0.5% | +2.0% | +1.9% |
| 30D | -3.7% | -9.1% | +5.4% | +5.3% |
| 3M | +8.1% | -4.1% | +12.3% | +10.8% |
| 6M | +39.0% | -5.5% | +44.6% | +43.9% |
| YTD | +29.9% | -8.9% | +38.9% | +37.1% |
| 1Y | +46.6% | -12.9% | +59.5% | +61.2% |
| 3Y | +230.5% | +22.1% | +208.4% | +163.8% |
| 5Y | +140.2% | +52.7% | +87.4% | +66.0% |
| 10Y | +1,168.8% | +152.7% | +1,016.0% | +422.1% |
| All | +8,623.5% | +437.7% | +8,185.7% | +1,477.0% |
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 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