+149.4%
NTAP vs SPXL
+220.2%
-70.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.7% |
| 7D | +2.2% | -1.3% | +3.5% | +2.7% |
| 30D | -7.0% | -5.0% | -2.0% | -5.1% |
| 3M | +12.3% | +7.6% | +4.7% | +8.3% |
| 6M | +85.1% | +33.6% | +51.5% | +61.8% |
| YTD | +74.8% | +28.1% | +46.7% | +55.7% |
| 1Y | +52.7% | +43.6% | +9.0% | +29.0% |
| All | +149.4% | +220.2% | -70.8% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling