+2,432.7%
SAP vs TAP
+782.2%
+1,650.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.2% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | +11.1% | +9.1% | +2.0% | +9.1% |
| 3M | +17.0% | -3.8% | +20.8% | +17.7% |
| 6M | +34.8% | -3.4% | +38.3% | +35.5% |
| YTD | -2.2% | -10.6% | +8.4% | -0.6% |
| 1Y | -6.4% | -4.4% | -2.0% | -6.3% |
| 3Y | +75.1% | -24.4% | +99.5% | +81.8% |
| 5Y | +69.8% | +2.1% | +67.7% | +64.7% |
| 10Y | +219.8% | -48.7% | +268.6% | +239.4% |
| All | +2,432.7% | +782.2% | +1,650.5% | +1,846.4% |
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 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