+88.3%
SOXL vs ROIV
+276.5%
-188.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.2% | -9.9% | -10.4% |
| 7D | +26.9% | +1.7% | +25.2% | +26.4% |
| 30D | -47.2% | +17.6% | -64.8% | -50.4% |
| 3M | -59.9% | +9.0% | -68.8% | -61.4% |
| 6M | -68.3% | +35.3% | -103.6% | -72.1% |
| YTD | +38.8% | +82.2% | -43.3% | +7.2% |
| 1Y | +48.8% | +92.3% | -43.5% | +11.2% |
| 3Y | +196.5% | +336.8% | -140.3% | +62.2% |
| 5Y | -5.0% | +370.6% | -375.6% | -61.9% |
| All | +88.3% | +276.5% | -188.2% | -0.1% |
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