+76.0%
VUG vs SPXL
+137.2%
-61.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | +0.1% | -1.3% | +1.4% | +0.6% |
| 30D | -1.7% | -5.0% | +3.3% | +0.4% |
| 3M | +2.8% | +7.6% | -4.8% | -0.7% |
| 6M | +13.6% | +33.6% | -20.0% | -0.5% |
| YTD | +8.1% | +28.1% | -20.0% | -4.0% |
| 1Y | +13.1% | +43.6% | -30.6% | -4.7% |
| 3Y | +87.0% | +225.8% | -138.9% | +5.1% |
| 5Y | +76.0% | +140.1% | -64.1% | +4.7% |
| All | +76.0% | +137.2% | -61.2% | +4.7% |
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