+140.1%
SPXL vs VSH
+67.3%
+72.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.9% |
| 7D | -1.3% | +3.5% | -4.8% | -3.6% |
| 30D | -5.0% | -4.4% | -0.6% | -3.0% |
| 3M | +7.6% | -45.8% | +53.4% | +51.0% |
| 6M | +33.6% | +90.1% | -56.5% | -33.3% |
| YTD | +28.1% | +120.3% | -92.2% | -44.8% |
| 1Y | +43.6% | +112.2% | -68.6% | -37.4% |
| 3Y | +225.8% | +36.6% | +189.2% | +99.8% |
| 5Y | +140.1% | +67.0% | +73.0% | +13.2% |
| All | +140.1% | +67.3% | +72.8% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling