+327.8%
SPXL vs ROIV
+295.0%
+32.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +18.8% | -20.4% | -5.9% |
| 7D | +1.5% | +20.2% | -18.7% | -3.2% |
| 30D | -3.7% | +14.1% | -17.8% | -7.1% |
| 3M | +8.1% | +45.6% | -37.5% | -1.6% |
| 6M | +39.0% | +44.1% | -5.1% | +26.6% |
| YTD | +29.9% | +91.2% | -61.2% | +10.5% |
| 1Y | +46.6% | +221.3% | -174.7% | +10.3% |
| 3Y | +230.5% | +229.2% | +1.3% | +142.9% |
| 5Y | +140.2% | +316.5% | -176.3% | +48.1% |
| All | +327.8% | +295.0% | +32.7% | +173.2% |
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 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