+164.7%
SPXL vs VSXY
+37.5%
+127.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.6% |
| 7D | -2.5% | +0.1% | -2.7% | -2.6% |
| 30D | -4.2% | -18.7% | +14.4% | +0.9% |
| 3M | +8.1% | -4.0% | +12.1% | +7.9% |
| 6M | +35.6% | +67.5% | -31.9% | +9.6% |
| YTD | +28.8% | +39.7% | -10.9% | +8.7% |
| 1Y | +39.8% | +180.0% | -140.1% | -7.9% |
| 3Y | +221.4% | +337.3% | -115.9% | +53.6% |
| 5Y | +146.9% | +22.7% | +124.3% | +82.3% |
| All | +164.7% | +37.5% | +127.2% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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