+242.4%
VALE vs SPXL
+7,495.8%
-7,253.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.1% |
| 7D | -1.8% | -1.3% | -0.6% | -1.4% |
| 30D | +6.7% | -5.0% | +11.6% | +9.0% |
| 3M | +4.9% | +7.6% | -2.7% | +0.6% |
| 6M | +3.6% | +33.6% | -30.0% | -10.5% |
| YTD | +21.9% | +28.1% | -6.2% | +7.0% |
| 1Y | +61.6% | +43.6% | +17.9% | +33.6% |
| 3Y | +52.1% | +225.8% | -173.7% | -22.4% |
| 5Y | +43.2% | +140.1% | -96.9% | -28.5% |
| 10Y | +521.5% | +1,248.4% | -726.9% | -6.8% |
| All | +242.4% | +7,495.8% | -7,253.4% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling