-12.2%
VEEV vs SPXL
+141.8%
-154.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.3% |
| 7D | -4.6% | -2.5% | -2.1% | -3.8% |
| 30D | +8.6% | -4.2% | +12.9% | +10.3% |
| 3M | +62.4% | +8.1% | +54.3% | +57.4% |
| 6M | +40.3% | +35.6% | +4.6% | +24.4% |
| YTD | +17.5% | +28.8% | -11.3% | +6.0% |
| 1Y | -6.1% | +39.8% | -45.9% | -18.3% |
| 3Y | +16.7% | +221.4% | -204.7% | -31.5% |
| All | -12.2% | +141.8% | -154.1% | -46.0% |
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