+213.7%
VT vs SPXL
+1,107.9%
-894.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.3% | -8.7% | +6.4% | +0.3% |
| 30D | -5.0% | -16.9% | +11.9% | +0.4% |
| 3M | -4.9% | -15.2% | +10.3% | -0.3% |
| 6M | -1.5% | -5.5% | +4.0% | -0.6% |
| YTD | +8.5% | +12.4% | -4.0% | +3.1% |
| 1Y | +11.4% | +16.9% | -5.5% | +4.4% |
| 3Y | +70.1% | +211.8% | -141.7% | +12.0% |
| 5Y | +53.7% | +85.6% | -31.9% | +10.4% |
| All | +213.7% | +1,107.9% | -894.2% | +5.2% |
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