+24.5%
SFM vs TAP
-22.2%
+46.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.4% |
| 7D | +6.0% | +1.3% | +4.8% | +5.6% |
| 30D | -19.5% | +5.7% | -25.2% | -20.3% |
| 3M | -37.0% | -1.9% | -35.1% | -36.7% |
| 6M | -41.0% | +0.9% | -42.0% | -41.2% |
| YTD | -34.6% | -9.5% | -25.1% | -33.6% |
| 1Y | -36.3% | -9.0% | -27.3% | -35.4% |
| 3Y | +24.5% | -22.2% | +46.8% | +27.2% |
| All | +24.5% | -22.2% | +46.7% | +27.2% |
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 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