+75.0%
VTI vs SPXL
+141.8%
-66.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | 0.0% |
| 7D | -0.9% | -2.5% | +1.6% | 0.0% |
| 30D | -1.4% | -4.2% | +2.8% | 0.0% |
| 3M | +3.6% | +8.1% | -4.5% | +0.5% |
| 6M | +13.6% | +35.6% | -22.0% | +1.2% |
| YTD | +12.9% | +28.8% | -15.9% | +2.2% |
| 1Y | +17.2% | +39.8% | -22.6% | +2.7% |
| 3Y | +75.7% | +221.4% | -145.7% | +9.9% |
| All | +75.0% | +141.8% | -66.8% | +11.2% |
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 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