+230.2%
SPXL vs TAP
-24.6%
+254.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +9.6% | -6.3% | +15.9% | +10.8% |
| 30D | -9.8% | +2.7% | -12.5% | -10.4% |
| 3M | -9.1% | -3.7% | -5.3% | -8.5% |
| 6M | +1.1% | -2.0% | +3.2% | +0.9% |
| YTD | +22.3% | -12.3% | +34.7% | +24.5% |
| 1Y | +20.3% | -10.1% | +30.3% | +20.8% |
| All | +230.2% | -24.6% | +254.8% | +258.4% |
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