+1,205.2%
VST vs SPXL
+1,179.5%
+25.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.0% | +0.3% | +4.8% |
| 7D | -0.5% | -0.9% | +0.4% | -0.6% |
| 30D | -17.1% | -11.4% | -5.7% | -13.6% |
| 3M | -4.6% | -10.8% | +6.2% | -0.9% |
| 6M | -9.1% | -0.3% | -8.8% | -9.6% |
| YTD | -16.6% | +20.3% | -36.9% | -22.7% |
| 1Y | -29.5% | +24.7% | -54.2% | -35.5% |
| 3Y | +297.5% | +238.6% | +59.0% | +167.8% |
| 5Y | +654.5% | +100.0% | +554.6% | +447.4% |
| 10Y | +1,205.2% | +1,108.4% | +96.8% | +415.9% |
| All | +1,205.2% | +1,179.5% | +25.7% | +415.9% |
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