+224.6%
VT vs SPXL
+1,146.6%
-921.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.7% | -0.1% |
| 7D | -0.7% | -3.8% | +3.1% | +0.2% |
| 30D | -1.7% | -8.8% | +7.1% | +0.7% |
| 3M | -2.3% | -7.4% | +5.1% | -0.4% |
| 6M | +1.5% | +1.8% | -0.2% | 0.0% |
| YTD | +12.0% | +23.6% | -11.5% | +3.4% |
| 1Y | +12.9% | +21.7% | -8.8% | +4.4% |
| 3Y | +74.9% | +232.4% | -157.5% | +12.9% |
| 5Y | +59.9% | +110.4% | -50.5% | +10.4% |
| 10Y | +224.6% | +1,140.4% | -915.7% | +5.7% |
| All | +224.6% | +1,146.6% | -921.9% | +5.7% |
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