+25.0%
SPXL vs ROIV
+87.6%
-62.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.9% |
| 7D | +7.4% | +1.7% | +5.8% | +7.0% |
| 30D | -7.8% | +17.6% | -25.4% | -11.2% |
| 3M | -11.9% | +9.0% | -20.9% | -14.2% |
| 6M | -1.7% | +35.3% | -37.0% | -11.0% |
| YTD | +20.8% | +82.2% | -61.4% | +2.0% |
| 1Y | +25.0% | +92.3% | -67.3% | +5.3% |
| All | +25.0% | +87.6% | -62.6% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling