+4,671.5%
SOXL vs TAP
-50.5%
+4,722.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -8.0% |
| 7D | +8.5% | -5.3% | +13.7% | +11.9% |
| 30D | -13.0% | -7.4% | -5.6% | -9.8% |
| 3M | -35.9% | -4.9% | -31.0% | -37.2% |
| 6M | +112.1% | -14.2% | +126.3% | +119.1% |
| YTD | +175.4% | -14.8% | +190.2% | +179.4% |
| 1Y | +304.9% | -18.1% | +323.0% | +313.8% |
| 3Y | +448.6% | -32.7% | +481.3% | +516.0% |
| 5Y | +156.1% | -0.5% | +156.6% | +102.0% |
| All | +4,671.5% | -50.5% | +4,722.0% | +5,751.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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