+302.6%
SPXL vs ROIV
+280.9%
+21.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | 0.0% |
| 7D | +9.6% | +9.2% | +0.3% | +7.3% |
| 30D | -9.8% | +19.9% | -29.7% | -13.4% |
| 3M | -9.1% | +10.6% | -19.6% | -11.7% |
| 6M | +1.1% | +36.1% | -34.9% | -6.8% |
| YTD | +22.3% | +84.3% | -62.0% | +4.8% |
| 1Y | +20.3% | +87.6% | -67.3% | +2.4% |
| 3Y | +229.0% | +353.9% | -124.9% | +131.8% |
| 5Y | +103.6% | +376.1% | -272.5% | +17.8% |
| All | +302.6% | +280.9% | +21.8% | +159.1% |
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