+85.0%
SPXL vs ROIV
+378.2%
-293.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.4% | -0.8% |
| 7D | -8.7% | +5.3% | -14.1% | -9.8% |
| 30D | -16.9% | +11.9% | -28.8% | -19.1% |
| 3M | -15.2% | +10.7% | -25.9% | -17.9% |
| 6M | -5.5% | +34.9% | -40.4% | -13.4% |
| YTD | +12.4% | +79.2% | -66.7% | -4.3% |
| 1Y | +16.9% | +89.0% | -72.1% | -2.0% |
| 3Y | +211.8% | +337.3% | -125.5% | +114.5% |
| All | +85.0% | +378.2% | -293.2% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling