+562.2%
NTAP vs SPXL
+1,102.8%
-540.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | +7.2% | +7.4% | -0.2% | +4.2% |
| 30D | -18.4% | -7.8% | -10.5% | -15.6% |
| 3M | -11.3% | -11.9% | +0.6% | -6.7% |
| 6M | +53.8% | -1.7% | +55.5% | +54.4% |
| YTD | +72.0% | +20.8% | +51.2% | +58.3% |
| 1Y | +68.0% | +25.0% | +43.0% | +52.5% |
| 3Y | +149.5% | +226.1% | -76.7% | +50.1% |
| 5Y | +125.6% | +101.1% | +24.5% | +49.2% |
| All | +562.2% | +1,102.8% | -540.6% | +60.2% |
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