+142.0%
SFM vs TAP
-49.5%
+191.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | -10.2% | -7.8% | -2.4% | -8.2% |
| 30D | -23.9% | +7.1% | -31.0% | -25.0% |
| 3M | -42.3% | -7.0% | -35.2% | -41.1% |
| 6M | -40.1% | -3.8% | -36.3% | -39.6% |
| YTD | -37.8% | -11.7% | -26.1% | -36.1% |
| 1Y | -37.1% | -10.1% | -27.0% | -35.8% |
| 3Y | +21.5% | -23.7% | +45.2% | +28.0% |
| 5Y | +103.8% | +2.9% | +100.9% | +96.7% |
| 10Y | +142.0% | -49.5% | +191.5% | +142.1% |
| All | +142.0% | -49.5% | +191.5% | +142.1% |
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