+5.2%
VUG vs SPXL
+29.9%
-24.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.3% | -0.6% |
| 7D | -3.0% | -2.5% | -0.5% | -2.0% |
| 30D | -6.4% | -4.3% | -2.1% | -4.6% |
| 3M | -3.2% | -4.2% | +1.0% | -1.6% |
| 6M | +3.1% | +15.0% | -11.9% | -3.6% |
| YTD | +6.3% | +28.4% | -22.1% | -6.0% |
| 1Y | +5.2% | +30.3% | -25.1% | -7.8% |
| All | +5.2% | +29.9% | -24.7% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling