+8,623.5%
SPXL vs TAP
+62.2%
+8,561.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +2.1% |
| 7D | +1.5% | -2.3% | +3.8% | +3.5% |
| 30D | -3.7% | -9.4% | +5.7% | +4.8% |
| 3M | +8.1% | -0.8% | +8.9% | +6.2% |
| 6M | +39.0% | -14.7% | +53.8% | +54.6% |
| YTD | +29.9% | -13.9% | +43.9% | +40.0% |
| 1Y | +46.6% | -18.6% | +65.2% | +63.5% |
| 3Y | +230.5% | -32.0% | +262.5% | +315.8% |
| 5Y | +140.2% | -1.0% | +141.1% | +97.3% |
| 10Y | +1,168.8% | -51.4% | +1,220.1% | +2,023.5% |
| All | +8,623.5% | +62.2% | +8,561.3% | +2,660.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling