+9,891.3%
SPXL vs VIVK
-100.0%
+9,991.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -1.4% |
| 7D | -1.3% | -7.9% | +6.6% | -1.3% |
| 30D | -5.0% | -42.0% | +37.0% | -4.9% |
| 3M | +7.6% | -92.5% | +100.1% | +7.9% |
| 6M | +33.6% | -98.0% | +131.6% | +34.1% |
| YTD | +28.1% | -97.9% | +126.0% | +28.5% |
| 1Y | +43.6% | -100.0% | +143.6% | +44.8% |
| 3Y | +225.8% | -100.0% | +325.8% | +228.0% |
| 5Y | +140.1% | -100.0% | +240.1% | +141.7% |
| 10Y | +1,248.4% | -100.0% | +1,348.4% | +1,252.6% |
| All | +9,891.3% | -100.0% | +9,991.3% | +10,237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling