+39.8%
SPXL vs VSH
+119.5%
-79.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.1% | -3.7% | +0.5% |
| 7D | -2.5% | +4.8% | -7.3% | -4.0% |
| 30D | -4.2% | -0.7% | -3.5% | -4.3% |
| 3M | +8.1% | -43.1% | +51.2% | +28.4% |
| 6M | +35.6% | +91.8% | -56.2% | -9.8% |
| YTD | +28.8% | +131.6% | -102.8% | -22.8% |
| 1Y | +39.8% | +118.1% | -78.3% | -13.8% |
| All | +39.8% | +119.5% | -79.7% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling