+124.8%
NTAP vs SPXL
+137.2%
-12.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | +2.2% | -1.3% | +3.5% | +2.7% |
| 30D | -7.0% | -5.0% | -2.0% | -5.3% |
| 3M | +12.3% | +7.6% | +4.7% | +8.8% |
| 6M | +85.1% | +33.6% | +51.5% | +64.3% |
| YTD | +74.8% | +28.1% | +46.7% | +57.7% |
| 1Y | +52.7% | +43.6% | +9.0% | +31.6% |
| 3Y | +147.7% | +225.8% | -78.2% | +54.1% |
| 5Y | +124.8% | +140.1% | -15.3% | +43.2% |
| All | +124.8% | +137.2% | -12.4% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling