+1,809.5%
NTAP vs SPXL
+7,736.1%
-5,926.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -0.5% | -0.9% | +0.3% | -0.3% |
| 3M | +4.1% | +2.0% | +2.0% | +2.8% |
| 6M | +88.0% | +33.5% | +54.4% | +65.6% |
| YTD | +75.6% | +32.2% | +43.4% | +55.5% |
| 1Y | +58.9% | +48.9% | +10.0% | +33.8% |
| 3Y | +153.6% | +222.9% | -69.3% | +50.4% |
| 5Y | +127.6% | +140.7% | -13.1% | +37.6% |
| 10Y | +580.4% | +1,192.7% | -612.3% | +73.4% |
| All | +1,809.5% | +7,736.1% | -5,926.6% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling