+19,418.6%
SOXL vs TAP
+44.5%
+19,374.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.0% | +10.0% |
| 7D | +5.3% | -2.3% | +7.7% | +7.1% |
| 30D | -11.2% | -2.1% | -9.1% | -10.6% |
| 3M | -55.4% | +6.6% | -62.0% | -60.7% |
| 6M | +107.1% | -11.5% | +118.6% | +110.2% |
| YTD | +179.0% | -10.3% | +189.3% | +172.0% |
| 1Y | +357.4% | -14.4% | +371.8% | +352.1% |
| 3Y | +397.5% | -28.3% | +425.7% | +431.8% |
| 5Y | +155.9% | +1.7% | +154.2% | +88.8% |
| 10Y | +4,301.6% | -49.2% | +4,350.8% | +6,446.5% |
| All | +19,418.6% | +44.5% | +19,374.0% | +4,699.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling