+54.1%
SAN vs TAP
-19.0%
+73.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.6% |
| 7D | +3.3% | -2.3% | +5.7% | +3.3% |
| 30D | +1.1% | -9.4% | +10.5% | +0.7% |
| 3M | +22.2% | -0.8% | +23.0% | +22.2% |
| 6M | +36.0% | -14.7% | +50.8% | +34.0% |
| YTD | +28.2% | -13.9% | +42.2% | +25.1% |
| 1Y | +54.1% | -18.6% | +72.8% | +50.3% |
| All | +54.1% | -19.0% | +73.1% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling