+61.1%
VZ vs SPXL
+1,166.6%
-1,105.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +0.2% | +1.5% | -1.2% | 0.0% |
| 30D | +7.1% | -3.7% | +10.8% | +7.6% |
| 3M | +12.8% | +8.1% | +4.7% | +11.4% |
| 6M | +1.8% | +39.0% | -37.2% | -3.1% |
| YTD | +30.0% | +29.9% | 0.0% | +24.6% |
| 1Y | +24.3% | +46.6% | -22.3% | +16.9% |
| 3Y | +84.3% | +230.5% | -146.2% | +48.6% |
| 5Y | +25.9% | +140.2% | -114.2% | +1.7% |
| 10Y | +61.1% | +1,168.8% | -1,107.7% | -17.2% |
| All | +61.1% | +1,166.6% | -1,105.5% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling