+381.6%
SAN vs TAP
+2.2%
+379.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +1.8% | -2.3% | +4.1% | +2.3% |
| 30D | +2.0% | -2.1% | +4.1% | +2.4% |
| 3M | +19.7% | +6.6% | +13.1% | +17.2% |
| 6M | +30.6% | -11.5% | +42.1% | +34.2% |
| YTD | +28.8% | -10.3% | +39.1% | +30.8% |
| 1Y | +57.8% | -14.4% | +72.2% | +62.1% |
| 3Y | +338.1% | -28.3% | +366.4% | +370.5% |
| All | +381.6% | +2.2% | +379.4% | +303.4% |
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