+181.2%
VRTX vs SPXL
+140.6%
+40.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | -3.4% | +1.5% | -4.9% | -3.7% |
| 30D | +6.6% | -3.7% | +10.3% | +7.3% |
| 3M | +19.4% | +8.1% | +11.3% | +17.2% |
| 6M | +15.8% | +39.0% | -23.2% | +7.8% |
| YTD | +16.7% | +29.9% | -13.3% | +9.9% |
| 1Y | +33.8% | +46.6% | -12.8% | +22.8% |
| 3Y | +54.2% | +230.5% | -176.3% | +16.4% |
| All | +181.2% | +140.6% | +40.6% | +112.8% |
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 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