+291.9%
SFM vs TAP
-52.1%
+344.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -5.5% |
| 7D | -5.8% | -2.3% | -3.5% | -5.2% |
| 30D | -11.4% | -9.4% | -2.0% | -9.2% |
| 3M | -12.2% | -0.8% | -11.4% | -12.3% |
| 6M | -5.2% | -14.7% | +9.6% | -1.8% |
| YTD | -4.5% | -13.9% | +9.5% | -1.5% |
| 1Y | -45.4% | -18.6% | -26.8% | -43.0% |
| 3Y | +91.1% | -32.0% | +123.1% | +106.4% |
| 5Y | +226.8% | -1.0% | +227.8% | +217.7% |
| 10Y | +291.9% | -51.4% | +343.3% | +301.2% |
| All | +291.9% | -52.1% | +344.0% | +301.2% |
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