+296.1%
SPXL vs ROIV
+287.3%
+8.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.6% | +2.4% | +5.9% |
| 7D | -0.9% | +13.3% | -14.2% | -3.6% |
| 30D | -11.4% | +14.8% | -26.2% | -14.1% |
| 3M | -10.8% | +11.9% | -22.7% | -13.7% |
| 6M | -0.3% | +42.4% | -42.7% | -9.1% |
| YTD | +20.3% | +87.4% | -67.1% | +2.7% |
| 1Y | +24.7% | +97.2% | -72.5% | +5.0% |
| 3Y | +238.6% | +375.7% | -137.1% | +136.5% |
| 5Y | +100.0% | +379.0% | -279.1% | +15.2% |
| All | +296.1% | +287.3% | +8.7% | +153.9% |
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