+301.1%
VST vs SPXL
+232.1%
+69.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.4% |
| 7D | +19.2% | +9.6% | +9.6% | +12.7% |
| 30D | -17.2% | -9.8% | -7.4% | -12.3% |
| 3M | -8.1% | -9.1% | +0.9% | -3.4% |
| 6M | -8.1% | +1.1% | -9.3% | -10.7% |
| YTD | -16.3% | +22.3% | -38.6% | -28.8% |
| 1Y | -24.1% | +20.3% | -44.4% | -34.9% |
| All | +301.1% | +232.1% | +69.1% | +116.3% |
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