+497.9%
SOXL vs TAP
-33.0%
+530.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +1.8% |
| 7D | +18.4% | -5.1% | +23.4% | +16.6% |
| 30D | -3.2% | -8.4% | +5.3% | -5.3% |
| 3M | -37.6% | -3.9% | -33.7% | -37.5% |
| 6M | +136.1% | -14.4% | +150.4% | +137.1% |
| YTD | +199.5% | -14.7% | +214.2% | +199.1% |
| 1Y | +363.2% | -18.7% | +381.9% | +367.1% |
| All | +497.9% | -33.0% | +530.9% | +540.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling