+334.8%
SAN vs TAP
-52.1%
+386.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.2% |
| 7D | +3.3% | -2.3% | +5.7% | +4.3% |
| 30D | +1.1% | -9.4% | +10.5% | +4.9% |
| 3M | +22.2% | -0.8% | +23.0% | +21.6% |
| 6M | +36.0% | -14.7% | +50.8% | +43.5% |
| YTD | +28.2% | -13.9% | +42.2% | +33.6% |
| 1Y | +54.1% | -18.6% | +72.8% | +63.7% |
| 3Y | +354.2% | -32.0% | +386.3% | +409.0% |
| 5Y | +387.3% | -1.0% | +388.3% | +341.9% |
| 10Y | +334.8% | -51.4% | +386.2% | +338.0% |
| All | +334.8% | -52.1% | +386.9% | +338.0% |
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 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