+559.5%
VT vs SPXL
+6,567.8%
-6,008.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.3% | -8.7% | +6.4% | +0.5% |
| 30D | -5.0% | -16.9% | +11.9% | +0.8% |
| 3M | -4.9% | -15.2% | +10.3% | +0.1% |
| 6M | -1.5% | -5.5% | +4.0% | -0.6% |
| YTD | +8.5% | +12.4% | -4.0% | +2.6% |
| 1Y | +11.4% | +16.9% | -5.5% | +3.8% |
| 3Y | +70.1% | +211.8% | -141.7% | +7.7% |
| 5Y | +53.7% | +85.6% | -31.9% | +6.8% |
| 10Y | +220.0% | +1,159.4% | -939.4% | -8.3% |
| All | +559.5% | +6,567.8% | -6,008.3% | -27.9% |
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