+57.4%
VZ vs SPXL
+228.0%
-170.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +1.5% | +7.4% | -6.0% | +1.6% |
| 30D | +4.4% | -7.8% | +12.2% | +4.2% |
| 3M | -2.4% | -11.9% | +9.6% | -2.5% |
| 6M | +1.4% | -1.7% | +3.2% | +1.4% |
| YTD | +21.4% | +20.8% | +0.6% | +21.2% |
| 1Y | +20.3% | +25.0% | -4.7% | +20.0% |
| 3Y | +57.4% | +226.1% | -168.8% | +50.7% |
| All | +57.4% | +228.0% | -170.6% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling