+16.0%
VEEV vs SPXL
+214.3%
-198.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | -8.2% | -6.0% | -2.2% | -6.8% |
| 30D | +10.3% | -5.8% | +16.1% | +12.0% |
| 3M | +59.4% | +10.9% | +48.5% | +54.8% |
| 6M | +37.6% | +31.9% | +5.7% | +27.1% |
| YTD | +16.9% | +25.8% | -8.8% | +9.3% |
| 1Y | -5.0% | +39.8% | -44.7% | -13.8% |
| All | +16.0% | +214.3% | -198.3% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling