+235.7%
SOXL vs ROIV
+384.4%
-148.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +1.6% | +16.2% | +16.1% |
| 7D | -1.0% | +9.5% | -10.4% | -6.7% |
| 30D | -48.6% | +21.0% | -69.6% | -56.5% |
| 3M | -50.3% | +18.7% | -69.0% | -58.9% |
| 6M | -65.3% | +44.5% | -109.8% | -76.2% |
| YTD | +57.2% | +92.9% | -35.7% | -21.8% |
| 1Y | +58.0% | +100.2% | -42.2% | -26.6% |
| All | +235.7% | +384.4% | -148.7% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling