+1,087.3%
SPXL vs VT
+217.6%
+869.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | +0.3% |
| 7D | -2.9% | -0.1% | -2.7% | -1.6% |
| 30D | -12.4% | -3.1% | -9.3% | -2.6% |
| 3M | -11.8% | -3.5% | -8.3% | -0.3% |
| 6M | -1.4% | +0.5% | -1.9% | -0.3% |
| YTD | +19.0% | +10.8% | +8.2% | -9.5% |
| 1Y | +18.0% | +11.9% | +6.1% | -12.6% |
| 3Y | +220.0% | +73.0% | +147.0% | -27.8% |
| 5Y | +102.6% | +58.6% | +44.0% | -25.7% |
| 10Y | +1,087.3% | +219.2% | +868.1% | +0.4% |
| All | +1,087.3% | +217.6% | +869.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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