+8,010.4%
SPXL vs VSH
+839.0%
+7,171.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | +2.2% |
| 7D | +7.4% | +14.3% | -6.9% | -4.7% |
| 30D | -7.8% | -7.9% | 0.0% | -4.9% |
| 3M | -11.9% | -19.9% | +7.9% | -1.8% |
| 6M | -1.7% | -30.5% | +28.8% | +6.5% |
| YTD | +20.8% | +85.7% | -64.8% | -49.1% |
| 1Y | +25.0% | +98.9% | -73.9% | -50.8% |
| 3Y | +226.1% | +32.1% | +194.0% | +65.0% |
| 5Y | +101.1% | +39.7% | +61.4% | +1.4% |
| 10Y | +1,112.6% | +117.6% | +995.0% | +339.9% |
| All | +8,010.4% | +839.0% | +7,171.3% | +554.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling