+221.4%
SPXL vs INDA
+7.9%
+213.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.5% | +1.0% |
| 7D | -2.5% | -2.7% | +0.1% | +1.6% |
| 30D | -4.2% | -2.8% | -1.5% | 0.0% |
| 3M | +8.1% | +1.6% | +6.5% | +5.6% |
| 6M | +35.6% | -1.4% | +37.0% | +39.4% |
| YTD | +28.8% | -10.1% | +38.9% | +52.2% |
| 1Y | +39.8% | -8.8% | +48.6% | +60.9% |
| 3Y | +221.4% | +7.6% | +213.8% | +154.2% |
| All | +221.4% | +7.9% | +213.5% | +154.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling