+163.3%
SPXL vs VSXY
+37.7%
+125.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.4% |
| 7D | -1.3% | -10.7% | +9.4% | +1.4% |
| 30D | -5.0% | -24.3% | +19.3% | +2.1% |
| 3M | +7.6% | +1.0% | +6.6% | +5.9% |
| 6M | +33.6% | +57.4% | -23.8% | +10.1% |
| YTD | +28.1% | +39.8% | -11.7% | +8.1% |
| 1Y | +43.6% | +196.5% | -152.8% | -7.2% |
| 3Y | +225.8% | +357.2% | -131.4% | +52.7% |
| 5Y | +140.1% | +18.9% | +121.2% | +77.4% |
| All | +163.3% | +37.7% | +125.6% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling