+270.2%
SPXL vs ROIV
+270.3%
-0.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.4% | -0.7% |
| 7D | -8.7% | +5.3% | -14.1% | -9.7% |
| 30D | -16.9% | +11.9% | -28.8% | -19.0% |
| 3M | -15.2% | +10.7% | -25.9% | -17.7% |
| 6M | -5.5% | +34.9% | -40.4% | -12.8% |
| YTD | +12.4% | +79.2% | -66.7% | -3.1% |
| 1Y | +16.9% | +89.0% | -72.1% | -0.6% |
| 3Y | +211.8% | +337.3% | -125.5% | +121.4% |
| 5Y | +85.6% | +402.3% | -316.7% | +7.9% |
| All | +270.2% | +270.3% | -0.1% | +139.7% |
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 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