+193.8%
VLO vs SPXL
+220.2%
-26.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | +6.2% | -1.3% | +7.5% | +6.5% |
| 30D | +23.5% | -5.0% | +28.5% | +24.7% |
| 3M | +53.9% | +7.6% | +46.3% | +50.7% |
| 6M | +81.7% | +33.6% | +48.1% | +67.5% |
| YTD | +142.5% | +28.1% | +114.4% | +125.4% |
| 1Y | +145.4% | +43.6% | +101.8% | +119.5% |
| All | +193.8% | +220.2% | -26.3% | +99.1% |
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