+473.2%
VLO vs SPXL
+99.3%
+374.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +9.6% | +7.4% | +2.2% | +8.0% |
| 30D | -17.4% | -7.8% | -9.6% | -16.3% |
| 3M | +10.8% | -11.9% | +22.7% | +13.1% |
| 6M | +56.9% | -1.7% | +58.7% | +55.5% |
| YTD | +136.8% | +20.8% | +116.0% | +121.5% |
| 1Y | +120.7% | +25.0% | +95.7% | +104.4% |
| 3Y | +231.9% | +226.1% | +5.8% | +136.3% |
| All | +473.2% | +99.3% | +374.0% | +333.5% |
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