+1,168.3%
SPXL vs VSH
+179.3%
+989.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.1% |
| 7D | -6.0% | +3.1% | -9.1% | -8.4% |
| 30D | -5.8% | -5.7% | -0.1% | -2.3% |
| 3M | +10.9% | -42.5% | +53.3% | +57.6% |
| 6M | +31.9% | +82.7% | -50.8% | -39.3% |
| YTD | +25.8% | +118.2% | -92.5% | -52.5% |
| 1Y | +39.8% | +109.7% | -69.9% | -46.5% |
| 3Y | +219.9% | +35.3% | +184.6% | +69.0% |
| 5Y | +141.1% | +65.6% | +75.5% | +5.5% |
| All | +1,168.3% | +179.3% | +989.0% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling