+1,346.9%
VUG vs SPXL
+7,063.6%
-5,716.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +2.5% | +7.4% | -4.9% | -0.2% |
| 30D | -6.3% | -7.8% | +1.6% | -3.8% |
| 3M | -6.0% | -11.9% | +5.9% | -2.1% |
| 6M | -3.5% | -1.7% | -1.8% | -3.6% |
| YTD | +3.9% | +20.8% | -16.9% | -4.1% |
| 1Y | +5.1% | +25.0% | -19.9% | -4.3% |
| 3Y | +77.9% | +226.1% | -148.3% | +11.1% |
| 5Y | +62.4% | +101.1% | -38.7% | +12.6% |
| 10Y | +399.4% | +1,112.6% | -713.2% | +60.9% |
| All | +1,346.9% | +7,063.6% | -5,716.8% | +98.6% |
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