+55.4%
VXUS vs SPXL
+140.3%
-85.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +1.6% | +1.5% | +0.1% | +1.2% |
| 30D | +1.0% | -3.7% | +4.7% | +1.9% |
| 3M | +5.7% | +8.1% | -2.5% | +3.3% |
| 6M | +13.6% | +39.0% | -25.5% | +3.9% |
| YTD | +17.4% | +29.9% | -12.5% | +9.0% |
| 1Y | +25.1% | +46.6% | -21.5% | +12.4% |
| 3Y | +75.8% | +230.5% | -154.7% | +23.1% |
| 5Y | +55.4% | +140.2% | -84.8% | +10.1% |
| All | +55.4% | +140.3% | -85.0% | +10.1% |
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