+1,199.1%
SPXL vs VIVK
-100.0%
+1,299.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.4% | +9.8% | +2.5% |
| 7D | -2.5% | -4.4% | +1.8% | -2.5% |
| 30D | -4.2% | -40.8% | +36.6% | -3.7% |
| 3M | +8.1% | -94.1% | +102.3% | +11.0% |
| 6M | +35.6% | -98.2% | +133.8% | +40.3% |
| YTD | +28.8% | -98.0% | +126.8% | +31.8% |
| 1Y | +39.8% | -100.0% | +139.8% | +49.4% |
| 3Y | +221.4% | -100.0% | +321.4% | +240.1% |
| 5Y | +146.9% | -100.0% | +246.9% | +161.6% |
| All | +1,199.1% | -100.0% | +1,299.1% | +1,213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling