+1,417.8%
VUG vs SPXL
+7,736.1%
-6,318.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.3% | -0.9% | +0.6% | 0.0% |
| 3M | -0.7% | +2.0% | -2.7% | -1.7% |
| 6M | +14.6% | +33.5% | -18.9% | +2.6% |
| YTD | +9.0% | +32.2% | -23.1% | -2.2% |
| 1Y | +14.9% | +48.9% | -34.0% | -1.6% |
| 3Y | +86.0% | +222.9% | -136.8% | +16.6% |
| 5Y | +76.7% | +140.7% | -64.0% | +15.3% |
| 10Y | +411.3% | +1,192.7% | -781.4% | +61.1% |
| All | +1,417.8% | +7,736.1% | -6,318.2% | +102.5% |
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