+33.8%
VWO vs SPXL
+141.8%
-108.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.1% |
| 7D | -1.8% | -2.5% | +0.8% | -1.2% |
| 30D | -0.1% | -4.2% | +4.1% | +0.9% |
| 3M | +2.2% | +8.1% | -5.9% | +0.2% |
| 6M | +8.8% | +35.6% | -26.9% | +0.9% |
| YTD | +12.4% | +28.8% | -16.4% | +5.4% |
| 1Y | +15.6% | +39.8% | -24.2% | +6.1% |
| 3Y | +62.5% | +221.4% | -158.9% | +19.4% |
| All | +33.8% | +141.8% | -108.0% | -1.3% |
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