+278.4%
SOXL vs ROIV
+232.7%
+45.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.5% | +8.4% | +9.1% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | -11.2% | +1.0% | -12.2% | -11.5% |
| 3M | -55.4% | +18.3% | -73.6% | -58.0% |
| 6M | +107.1% | +18.3% | +88.8% | +95.3% |
| YTD | +179.0% | +61.0% | +118.1% | +128.0% |
| 1Y | +357.4% | +177.9% | +179.5% | +189.1% |
| 3Y | +397.5% | +199.1% | +198.4% | +206.0% |
| 5Y | +155.9% | +250.7% | -94.8% | +28.2% |
| All | +278.4% | +232.7% | +45.8% | +112.4% |
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