+62.4%
SAP vs TAP
-28.0%
+90.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.9% | -2.3% | -0.6% | -2.6% |
| 30D | +9.0% | -2.1% | +11.2% | +9.3% |
| 3M | +14.9% | +6.6% | +8.3% | +14.2% |
| 6M | +11.9% | -11.5% | +23.4% | +13.1% |
| YTD | -9.9% | -10.3% | +0.4% | -9.2% |
| 1Y | -19.5% | -14.4% | -5.1% | -18.6% |
| All | +62.4% | -28.0% | +90.4% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling