+335.0%
SPXL vs ROIV
+232.7%
+102.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | +0.1% | +0.6% | -0.6% | -0.1% |
| 30D | -0.9% | +1.0% | -1.8% | -1.2% |
| 3M | +2.0% | +18.3% | -16.3% | -2.1% |
| 6M | +33.5% | +18.3% | +15.2% | +27.9% |
| YTD | +32.2% | +61.0% | -28.8% | +17.4% |
| 1Y | +48.9% | +177.9% | -129.0% | +16.4% |
| 3Y | +222.9% | +199.1% | +23.8% | +144.6% |
| 5Y | +140.7% | +250.7% | -110.0% | +55.2% |
| All | +335.0% | +232.7% | +102.4% | +190.4% |
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