+177.0%
SAP vs TAP
-50.2%
+227.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.9% | -2.3% | -0.6% | -2.4% |
| 30D | +9.0% | -2.1% | +11.2% | +9.5% |
| 3M | +14.9% | +6.6% | +8.3% | +13.2% |
| 6M | +11.9% | -11.5% | +23.4% | +14.9% |
| YTD | -9.9% | -10.3% | +0.4% | -8.1% |
| 1Y | -19.5% | -14.4% | -5.1% | -17.1% |
| 3Y | +61.8% | -28.3% | +90.1% | +71.6% |
| 5Y | +56.2% | +1.7% | +54.5% | +48.8% |
| All | +177.0% | -50.2% | +227.1% | +197.5% |
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 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