+2,101.2%
SAN vs TAP
+825.0%
+1,276.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +1.8% | -2.3% | +4.1% | +2.4% |
| 30D | +2.0% | -2.1% | +4.1% | +2.5% |
| 3M | +19.7% | +6.6% | +13.1% | +17.2% |
| 6M | +30.6% | -11.5% | +42.1% | +34.0% |
| YTD | +28.8% | -10.3% | +39.1% | +31.1% |
| 1Y | +57.8% | -14.4% | +72.2% | +62.0% |
| 3Y | +338.1% | -28.3% | +366.4% | +365.1% |
| 5Y | +384.2% | +1.7% | +382.5% | +365.3% |
| 10Y | +353.1% | -49.2% | +402.4% | +397.1% |
| All | +2,101.2% | +825.0% | +1,276.2% | +1,492.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling