+141.1%
SPXL vs INDA
+4.5%
+136.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | +0.3% |
| 7D | -6.0% | -3.6% | -2.4% | +0.8% |
| 30D | -5.8% | -4.0% | -1.8% | +1.6% |
| 3M | +10.9% | +1.7% | +9.1% | +7.4% |
| 6M | +31.9% | -3.6% | +35.6% | +42.2% |
| YTD | +25.8% | -11.0% | +36.7% | +57.5% |
| 1Y | +39.8% | -9.5% | +49.3% | +68.7% |
| 3Y | +219.9% | +7.6% | +212.2% | +159.6% |
| 5Y | +141.1% | +4.8% | +136.3% | +113.6% |
| All | +141.1% | +4.5% | +136.6% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling