+338.8%
VZ vs SPXL
+7,736.1%
-7,397.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +7.9% | -0.9% | +8.8% | +8.0% |
| 3M | +13.6% | +2.0% | +11.6% | +12.7% |
| 6M | +1.1% | +33.5% | -32.4% | -4.6% |
| YTD | +29.3% | +32.2% | -2.9% | +21.8% |
| 1Y | +21.2% | +48.9% | -27.6% | +11.5% |
| 3Y | +75.9% | +222.9% | -147.0% | +34.7% |
| 5Y | +24.1% | +140.7% | -116.6% | -5.4% |
| 10Y | +62.4% | +1,192.7% | -1,130.3% | -23.9% |
| All | +338.8% | +7,736.1% | -7,397.3% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling