+8,546.7%
SPXL vs VYM
+657.5%
+7,889.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.8% | +0.4% |
| 7D | -2.5% | -0.8% | -1.7% | -0.1% |
| 30D | -4.2% | -2.2% | -2.0% | +2.6% |
| 3M | +8.1% | +3.1% | +5.0% | -0.9% |
| 6M | +35.6% | +9.7% | +25.9% | +4.4% |
| YTD | +28.8% | +14.9% | +13.9% | -13.4% |
| 1Y | +39.8% | +17.6% | +22.3% | -11.7% |
| 3Y | +221.4% | +65.3% | +156.1% | -18.4% |
| 5Y | +146.9% | +78.7% | +68.2% | -39.5% |
| 10Y | +1,255.8% | +208.2% | +1,047.6% | +4.7% |
| All | +8,546.7% | +657.5% | +7,889.3% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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