-44.1%
VG vs SPXL
+44.9%
-89.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.8% | +5.0% |
| 7D | +15.1% | +9.6% | +5.6% | +12.4% |
| 30D | -4.2% | -9.8% | +5.6% | -2.0% |
| 3M | -3.1% | -9.1% | +6.0% | -1.4% |
| 6M | +0.3% | +1.1% | -0.8% | -3.0% |
| YTD | +95.5% | +22.3% | +73.2% | +69.6% |
| 1Y | +64.4% | +20.3% | +44.2% | +44.0% |
| All | -44.1% | +44.9% | -89.0% | -47.9% |
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