+4,921.3%
SOXL vs INDA
+84.7%
+4,836.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.3% | +3.0% |
| 7D | +3.9% | -2.7% | +6.6% | +10.5% |
| 30D | -14.3% | -2.8% | -11.5% | -8.6% |
| 3M | -45.6% | +1.6% | -47.2% | -46.6% |
| 6M | +117.2% | -1.4% | +118.6% | +139.9% |
| YTD | +189.8% | -10.1% | +200.0% | +294.4% |
| 1Y | +317.7% | -8.8% | +326.5% | +449.1% |
| 3Y | +478.6% | +7.6% | +471.0% | +506.6% |
| 5Y | +169.5% | +5.8% | +163.7% | +267.9% |
| All | +4,921.3% | +84.7% | +4,836.6% | +4,299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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