-86.0%
SPXU vs TAP
-0.5%
-85.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.0% |
| 7D | +1.3% | -5.1% | +6.3% | -1.2% |
| 30D | +5.1% | -8.4% | +13.6% | +0.9% |
| 3M | -9.1% | -3.9% | -5.2% | -10.6% |
| 6M | -29.6% | -14.4% | -15.2% | -35.0% |
| YTD | -27.7% | -14.7% | -12.9% | -33.2% |
| 1Y | -37.0% | -18.7% | -18.3% | -43.6% |
| 3Y | -80.2% | -32.6% | -47.5% | -83.7% |
| 5Y | -86.0% | -1.4% | -84.6% | -82.7% |
| All | -86.0% | -0.5% | -85.5% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling