+65.5%
VZ vs SPXL
+1,179.5%
-1,114.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.0% | -6.2% | 0.0% |
| 7D | +2.2% | -0.9% | +3.1% | +2.2% |
| 30D | +10.6% | -11.4% | +22.0% | +11.9% |
| 3M | -0.6% | -10.8% | +10.2% | +0.4% |
| 6M | +0.7% | -0.3% | +1.0% | 0.0% |
| YTD | +20.6% | +20.3% | +0.3% | +16.3% |
| 1Y | +22.7% | +24.7% | -2.0% | +17.6% |
| 3Y | +57.2% | +238.6% | -181.3% | +26.0% |
| 5Y | +21.4% | +100.0% | -78.6% | +0.7% |
| 10Y | +65.5% | +1,108.4% | -1,043.0% | -13.6% |
| All | +65.5% | +1,179.5% | -1,114.0% | -13.6% |
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 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