+1,168.3%
SPXL vs TAP
-50.5%
+1,218.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -6.0% | -5.3% | -0.7% | -2.3% |
| 30D | -5.8% | -7.4% | +1.6% | -0.8% |
| 3M | +10.9% | -4.9% | +15.8% | +13.1% |
| 6M | +31.9% | -14.2% | +46.1% | +43.4% |
| YTD | +25.8% | -14.8% | +40.6% | +35.1% |
| 1Y | +39.8% | -18.1% | +57.9% | +52.6% |
| 3Y | +219.9% | -32.7% | +252.6% | +295.4% |
| 5Y | +141.1% | -0.5% | +141.6% | +106.6% |
| All | +1,168.3% | -50.5% | +1,218.8% | +1,430.1% |
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