+8,438.7%
SPXL vs VRSK
+586.4%
+7,852.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.2% |
| 7D | -2.5% | -5.2% | +2.6% | +3.2% |
| 30D | -4.2% | -2.3% | -1.9% | -2.7% |
| 3M | +8.1% | -2.9% | +11.0% | +5.7% |
| 6M | +35.6% | -12.8% | +48.4% | +43.9% |
| YTD | +28.8% | -20.8% | +49.6% | +49.0% |
| 1Y | +39.8% | -33.2% | +73.0% | +94.2% |
| 3Y | +221.4% | -26.6% | +248.0% | +267.7% |
| 5Y | +146.9% | -11.3% | +158.3% | +128.3% |
| 10Y | +1,255.8% | +126.1% | +1,129.7% | +403.5% |
| All | +8,438.7% | +586.4% | +7,852.3% | +991.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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