+259.6%
SAN vs TAP
-49.5%
+309.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.6% |
| 7D | +8.7% | -7.8% | +16.5% | +12.2% |
| 30D | -6.5% | +7.1% | -13.6% | -9.3% |
| 3M | -14.2% | -7.0% | -7.1% | -12.2% |
| 6M | +2.7% | -3.8% | +6.5% | +3.0% |
| YTD | +8.9% | -11.7% | +20.6% | +11.8% |
| 1Y | +23.4% | -10.1% | +33.5% | +25.5% |
| 3Y | +257.9% | -23.7% | +281.6% | +279.6% |
| 5Y | +297.8% | +2.9% | +294.9% | +253.3% |
| 10Y | +259.6% | -49.5% | +309.1% | +242.8% |
| All | +259.6% | -49.5% | +309.1% | +242.8% |
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