+230.5%
SPXL vs TAP
-31.5%
+262.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.7% |
| 7D | +1.5% | -2.3% | +3.8% | +2.0% |
| 30D | -3.7% | -9.4% | +5.7% | -1.5% |
| 3M | +8.1% | -0.8% | +8.9% | +7.7% |
| 6M | +39.0% | -14.7% | +53.8% | +44.6% |
| YTD | +29.9% | -13.9% | +43.9% | +33.3% |
| 1Y | +46.6% | -18.6% | +65.2% | +53.8% |
| 3Y | +230.5% | -32.0% | +262.5% | +268.8% |
| All | +230.5% | -31.5% | +262.0% | +268.8% |
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