+568.7%
NTAP vs SPXL
+1,239.4%
-670.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | -1.0% | -6.0% | +5.0% | +1.4% |
| 30D | -7.5% | -5.8% | -1.7% | -5.4% |
| 3M | +14.6% | +10.9% | +3.8% | +9.6% |
| 6M | +91.0% | +31.9% | +59.1% | +69.4% |
| YTD | +73.7% | +25.8% | +47.9% | +57.0% |
| 1Y | +51.2% | +39.8% | +11.5% | +30.8% |
| 3Y | +146.1% | +219.9% | -73.7% | +47.7% |
| 5Y | +122.8% | +141.1% | -18.2% | +36.1% |
| All | +568.7% | +1,239.4% | -670.7% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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