+111.6%
SOXL vs ROIV
+280.9%
-169.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | +1.5% |
| 7D | +60.3% | +9.2% | +51.1% | +54.3% |
| 30D | -48.6% | +19.9% | -68.5% | -52.3% |
| 3M | -53.9% | +10.6% | -64.5% | -56.0% |
| 6M | -62.0% | +36.1% | -98.1% | -66.6% |
| YTD | +56.0% | +84.3% | -28.3% | +19.7% |
| 1Y | +50.0% | +87.6% | -37.6% | +13.4% |
| 3Y | +223.8% | +353.9% | -130.1% | +74.3% |
| 5Y | +6.7% | +376.1% | -369.4% | -57.4% |
| All | +111.6% | +280.9% | -169.3% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling