+402.8%
VUG vs SPXL
+1,102.8%
-700.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | +2.5% | +7.4% | -4.9% | -0.4% |
| 30D | -6.3% | -7.8% | +1.6% | -3.6% |
| 3M | -6.0% | -11.9% | +5.9% | -1.8% |
| 6M | -3.5% | -1.7% | -1.8% | -3.7% |
| YTD | +3.9% | +20.8% | -16.9% | -4.8% |
| 1Y | +5.1% | +25.0% | -19.9% | -5.1% |
| 3Y | +77.9% | +226.1% | -148.3% | +6.8% |
| 5Y | +62.4% | +101.1% | -38.7% | +8.5% |
| All | +402.8% | +1,102.8% | -700.0% | +47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling