+269.8%
SAN vs TAP
+2.0%
+267.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.2% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | -13.0% | +9.1% | -22.1% | -14.8% |
| 3M | -18.9% | -3.8% | -15.1% | -18.3% |
| 6M | -4.1% | -3.4% | -0.7% | -3.8% |
| YTD | +2.6% | -10.6% | +13.2% | +4.0% |
| 1Y | +16.9% | -4.4% | +21.3% | +16.1% |
| 3Y | +239.1% | -24.4% | +263.4% | +255.0% |
| All | +269.8% | +2.0% | +267.8% | +219.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling