+790.3%
VLO vs SPXL
+1,102.8%
-312.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +9.6% | +7.4% | +2.2% | +6.9% |
| 30D | -17.4% | -7.8% | -9.6% | -15.6% |
| 3M | +10.8% | -11.9% | +22.7% | +14.5% |
| 6M | +56.9% | -1.7% | +58.7% | +54.2% |
| YTD | +136.8% | +20.8% | +116.0% | +111.7% |
| 1Y | +120.7% | +25.0% | +95.7% | +94.3% |
| 3Y | +231.9% | +226.1% | +5.8% | +89.4% |
| 5Y | +479.0% | +101.1% | +377.9% | +256.9% |
| All | +790.3% | +1,102.8% | -312.5% | +82.7% |
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