-100.0%
SPXS vs TAP
+45.9%
-145.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +0.8% |
| 7D | -9.5% | -6.3% | -3.1% | -14.7% |
| 30D | +7.4% | +2.7% | +4.7% | +9.8% |
| 3M | +6.1% | -3.7% | +9.8% | +2.5% |
| 6M | -7.3% | -2.0% | -5.3% | -9.5% |
| YTD | -26.7% | -12.3% | -14.4% | -35.7% |
| 1Y | -26.2% | -10.1% | -16.1% | -33.7% |
| 3Y | -80.3% | -25.3% | -55.1% | -84.5% |
| 5Y | -83.4% | -1.9% | -81.5% | -80.4% |
| 10Y | -99.5% | -47.8% | -51.7% | -99.5% |
| All | -100.0% | +45.9% | -145.9% | -100.0% |
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