+140.1%
SPXL vs TAP
-0.5%
+140.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -1.3% | -5.1% | +3.8% | +1.2% |
| 30D | -5.0% | -8.4% | +3.5% | -1.1% |
| 3M | +7.6% | -3.9% | +11.5% | +8.5% |
| 6M | +33.6% | -14.4% | +48.0% | +42.3% |
| YTD | +28.1% | -14.7% | +42.8% | +34.8% |
| 1Y | +43.6% | -18.7% | +62.3% | +54.4% |
| 3Y | +225.8% | -32.6% | +258.5% | +290.8% |
| 5Y | +140.1% | -1.4% | +141.5% | +112.8% |
| All | +140.1% | -0.5% | +140.6% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling