+66.6%
VT vs SPXL
+141.4%
-74.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +1.0% | -0.9% | +1.8% | +1.2% |
| 3M | +2.4% | +2.0% | +0.3% | +1.3% |
| 6M | +12.0% | +33.5% | -21.5% | +1.6% |
| YTD | +15.3% | +32.2% | -16.8% | +4.8% |
| 1Y | +22.6% | +48.9% | -26.3% | +6.9% |
| 3Y | +74.7% | +222.9% | -148.2% | +14.5% |
| All | +66.6% | +141.4% | -74.8% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling