+276.7%
SAN vs TAP
-47.8%
+324.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +3.4% | -8.0% | +11.4% | +6.7% |
| 30D | -6.3% | +4.1% | -10.3% | -8.0% |
| 3M | -14.1% | -4.4% | -9.8% | -13.1% |
| 6M | +4.2% | -1.9% | +6.1% | +3.7% |
| YTD | +9.0% | -12.1% | +21.1% | +12.2% |
| 1Y | +18.8% | -12.0% | +30.8% | +21.9% |
| 3Y | +252.0% | -25.0% | +277.0% | +276.3% |
| 5Y | +299.5% | -1.1% | +300.6% | +261.8% |
| 10Y | +276.7% | -47.6% | +324.3% | +257.3% |
| All | +276.7% | -47.8% | +324.5% | +257.3% |
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