+501.7%
SPCX vs TAP
-16.5%
+518.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +3.1% |
| 7D | +4.2% | -7.8% | +12.0% | -13.3% |
| 30D | -12.6% | +7.1% | -19.7% | +4.4% |
| 3M | +6.7% | -7.0% | +13.8% | -11.3% |
| 6M | +546.4% | -8.2% | +554.6% | +463.9% |
| YTD | +552.1% | -11.7% | +563.8% | +468.1% |
| 1Y | +453.2% | -10.1% | +463.3% | +382.7% |
| All | +501.7% | -16.5% | +518.2% | +446.7% |
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