+3,362.5%
VLO vs SPXL
+7,736.1%
-4,373.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +5.2% | +0.1% | +5.2% | +5.1% |
| 30D | +22.6% | -0.9% | +23.5% | +22.9% |
| 3M | +43.8% | +2.0% | +41.7% | +40.7% |
| 6M | +65.7% | +33.5% | +32.2% | +42.1% |
| YTD | +131.1% | +32.2% | +98.9% | +98.1% |
| 1Y | +143.6% | +48.9% | +94.7% | +97.1% |
| 3Y | +201.4% | +222.9% | -21.5% | +62.0% |
| 5Y | +568.9% | +140.7% | +428.2% | +254.3% |
| 10Y | +891.8% | +1,192.7% | -300.8% | +95.7% |
| All | +3,362.5% | +7,736.1% | -4,373.6% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling