+911.8%
VLO vs SPXL
+1,239.4%
-327.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | +4.0% | -6.0% | +10.0% | +6.2% |
| 30D | +19.0% | -5.8% | +24.8% | +21.4% |
| 3M | +50.0% | +10.9% | +39.1% | +43.2% |
| 6M | +79.1% | +31.9% | +47.2% | +57.4% |
| YTD | +140.3% | +25.8% | +114.5% | +113.9% |
| 1Y | +148.3% | +39.8% | +108.6% | +111.0% |
| 3Y | +194.6% | +219.9% | -25.2% | +70.2% |
| 5Y | +609.6% | +141.1% | +468.5% | +305.5% |
| All | +911.8% | +1,239.4% | -327.6% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling