+8,110.7%
SPXL vs TAP
+65.2%
+8,045.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | +9.6% | -6.3% | +15.9% | +15.8% |
| 30D | -9.8% | +2.7% | -12.5% | -13.4% |
| 3M | -9.1% | -3.7% | -5.3% | -8.4% |
| 6M | +1.1% | -2.0% | +3.2% | -2.2% |
| YTD | +22.3% | -12.3% | +34.7% | +26.8% |
| 1Y | +20.3% | -10.1% | +30.3% | +20.6% |
| 3Y | +229.0% | -25.3% | +254.3% | +270.0% |
| 5Y | +103.6% | -1.9% | +105.5% | +66.7% |
| 10Y | +1,127.6% | -47.8% | +1,175.4% | +1,757.4% |
| All | +8,110.7% | +65.2% | +8,045.5% | +2,399.9% |
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 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