+293.1%
SOXL vs ROIV
+288.8%
+4.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.4% |
| 7D | +3.9% | +16.9% | -13.0% | -4.5% |
| 30D | -14.3% | +12.9% | -27.2% | -19.9% |
| 3M | -45.6% | +37.3% | -82.9% | -53.2% |
| 6M | +117.2% | +38.0% | +79.2% | +87.9% |
| YTD | +189.8% | +88.1% | +101.7% | +117.7% |
| 1Y | +317.7% | +183.3% | +134.5% | +158.4% |
| 3Y | +478.6% | +254.6% | +224.0% | +226.7% |
| 5Y | +169.5% | +309.8% | -140.3% | +24.1% |
| All | +293.1% | +288.8% | +4.3% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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