+1,216.9%
VST vs SPXL
+1,236.5%
-19.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.9% |
| 7D | +8.9% | +0.1% | +8.9% | +8.8% |
| 30D | +6.2% | -0.9% | +7.1% | +6.5% |
| 3M | -2.7% | +2.0% | -4.8% | -3.9% |
| 6M | -8.4% | +33.5% | -41.9% | -18.0% |
| YTD | -7.2% | +32.2% | -39.4% | -16.6% |
| 1Y | -20.9% | +48.9% | -69.8% | -31.8% |
| 3Y | +384.0% | +222.9% | +161.1% | +228.1% |
| 5Y | +757.1% | +140.7% | +616.4% | +485.4% |
| All | +1,216.9% | +1,236.5% | -19.6% | +394.6% |
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