+222.9%
SAP vs TAP
-49.5%
+272.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +1.6% | -7.8% | +9.4% | +3.7% |
| 30D | +10.5% | +7.1% | +3.4% | +8.6% |
| 3M | +15.2% | -7.0% | +22.2% | +16.9% |
| 6M | +36.7% | -3.8% | +40.5% | +37.6% |
| YTD | -0.6% | -11.7% | +11.1% | +1.7% |
| 1Y | -4.1% | -10.1% | +6.0% | -2.5% |
| 3Y | +73.2% | -23.7% | +96.9% | +80.6% |
| 5Y | +74.1% | +2.9% | +71.2% | +65.3% |
| 10Y | +222.9% | -49.5% | +272.4% | +241.3% |
| All | +222.9% | -49.5% | +272.4% | +241.3% |
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 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