+30.3%
SPXL vs TAP
+4.4%
+26.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.0% | +1.8% | +5.3% |
| 7D | -2.5% | +9.9% | -12.4% | -0.8% |
| 30D | -4.3% | +18.1% | -22.5% | -1.8% |
| 3M | -4.2% | +3.2% | -7.4% | -3.3% |
| 6M | +15.0% | +8.4% | +6.6% | +17.5% |
| YTD | +28.4% | -4.4% | +32.8% | +28.5% |
| 1Y | +30.3% | +3.2% | +27.1% | +29.1% |
| All | +30.3% | +4.4% | +26.0% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling