+265.3%
SAN vs TAP
-47.7%
+313.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +1.0% | -6.3% | +7.3% | +3.6% |
| 30D | -9.4% | +2.7% | -12.1% | -10.6% |
| 3M | -17.1% | -3.7% | -13.4% | -16.4% |
| 6M | +2.2% | -2.0% | +4.2% | +1.7% |
| YTD | +6.0% | -12.3% | +18.3% | +9.2% |
| 1Y | +12.7% | -10.1% | +22.8% | +14.6% |
| 3Y | +242.1% | -25.3% | +267.4% | +266.2% |
| 5Y | +293.6% | -1.9% | +295.5% | +257.9% |
| All | +265.3% | -47.7% | +313.0% | +246.5% |
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