+601.2%
VT vs SPXL
+7,736.1%
-7,134.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 6M | +12.0% | +33.5% | -21.5% | +0.7% |
| YTD | +15.3% | +32.2% | -16.8% | +3.8% |
| 1Y | +22.6% | +48.9% | -26.3% | +5.5% |
| 3Y | +74.7% | +222.9% | -148.2% | +9.4% |
| 5Y | +66.1% | +140.7% | -74.6% | +5.8% |
| 10Y | +225.0% | +1,192.7% | -967.7% | -7.1% |
| All | +601.2% | +7,736.1% | -7,134.9% | -27.1% |
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