+103.6%
SPXL vs TAP
-1.4%
+105.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +9.6% | -6.3% | +15.9% | +12.6% |
| 30D | -9.8% | +2.7% | -12.5% | -11.5% |
| 3M | -9.1% | -3.7% | -5.3% | -8.3% |
| 6M | +1.1% | -2.0% | +3.2% | 0.0% |
| YTD | +22.3% | -12.3% | +34.7% | +26.0% |
| 1Y | +20.3% | -10.1% | +30.3% | +21.3% |
| 3Y | +229.0% | -25.3% | +254.3% | +264.4% |
| 5Y | +103.6% | -1.9% | +105.5% | +78.9% |
| All | +103.6% | -1.4% | +105.0% | +78.9% |
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