+41.8%
VALE vs SPXL
+132.3%
-90.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | -0.2% | -6.0% | +5.8% | +1.3% |
| 30D | +9.7% | -5.8% | +15.5% | +11.3% |
| 3M | +5.3% | +10.9% | -5.6% | +2.3% |
| 6M | +0.5% | +31.9% | -31.4% | -6.6% |
| YTD | +20.6% | +25.8% | -5.1% | +13.2% |
| 1Y | +57.6% | +39.8% | +17.8% | +43.8% |
| 3Y | +50.6% | +219.9% | -169.3% | +9.0% |
| 5Y | +41.8% | +141.1% | -99.2% | -0.2% |
| All | +41.8% | +132.3% | -90.5% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 5y: compounded portfolio wealth divided by compounded SPXL 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…
5y analysis · Full analysis span regression · 6 months rolling