+4,905.6%
SPXL vs INDA
+111.6%
+4,794.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | +0.6% |
| 7D | +1.5% | -1.0% | +2.4% | +2.9% |
| 30D | -3.7% | -2.5% | -1.1% | -0.2% |
| 3M | +8.1% | +4.0% | +4.1% | +2.6% |
| 6M | +39.0% | -1.8% | +40.8% | +43.8% |
| YTD | +29.9% | -9.2% | +39.1% | +49.6% |
| 1Y | +46.6% | -7.2% | +53.8% | +63.5% |
| 3Y | +230.5% | +9.8% | +220.7% | +198.9% |
| 5Y | +140.2% | +7.5% | +132.7% | +141.5% |
| 10Y | +1,168.8% | +80.8% | +1,088.0% | +673.7% |
| All | +4,905.6% | +111.6% | +4,794.0% | +2,571.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling