-99.5%
SPXS vs TAP
-50.5%
-49.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.8% |
| 7D | +6.4% | -5.3% | +11.6% | +2.4% |
| 30D | +6.0% | -7.4% | +13.4% | +0.5% |
| 3M | -11.6% | -4.9% | -6.7% | -14.7% |
| 6M | -28.7% | -14.2% | -14.5% | -36.5% |
| YTD | -26.3% | -14.8% | -11.5% | -34.7% |
| 1Y | -34.9% | -18.1% | -16.8% | -44.2% |
| 3Y | -79.5% | -32.7% | -46.7% | -84.2% |
| 5Y | -85.9% | -0.5% | -85.5% | -82.8% |
| All | -99.5% | -50.5% | -49.0% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling