+473.3%
VTR vs SPXL
+7,495.8%
-7,022.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | -2.8% | -5.0% | +2.2% | -1.0% |
| 3M | +9.0% | +7.6% | +1.4% | +4.8% |
| 6M | +5.0% | +33.6% | -28.6% | -8.1% |
| YTD | +16.9% | +28.1% | -11.2% | +3.5% |
| 1Y | +34.3% | +43.6% | -9.3% | +12.5% |
| 3Y | +131.6% | +225.8% | -94.3% | +27.8% |
| 5Y | +88.0% | +140.1% | -52.1% | +3.6% |
| 10Y | +97.8% | +1,248.4% | -1,150.6% | -58.9% |
| All | +473.3% | +7,495.8% | -7,022.5% | -74.4% |
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