+145.2%
SPXL vs VIVK
-100.0%
+245.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | +8.1% | -94.1% | +102.3% | +11.3% |
| 6M | +35.6% | -98.2% | +133.8% | +40.8% |
| YTD | +28.8% | -98.0% | +126.8% | +31.9% |
| 1Y | +39.8% | -100.0% | +139.8% | +51.9% |
| 3Y | +221.4% | -100.0% | +321.4% | +241.9% |
| All | +145.2% | -100.0% | +245.2% | +159.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling