+22.4%
SFM vs TAP
+11.6%
+10.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.5% | -0.3% | -3.7% |
| 7D | -1.2% | +0.5% | -1.7% | -1.1% |
| 30D | -24.8% | +9.1% | -33.9% | -26.1% |
| 3M | -43.7% | -3.8% | -39.9% | -43.1% |
| 6M | -37.3% | -3.4% | -33.8% | -36.8% |
| YTD | -38.4% | -10.6% | -27.7% | -37.0% |
| 1Y | -36.9% | -4.4% | -32.5% | -36.6% |
| 3Y | +20.7% | -24.4% | +45.0% | +26.9% |
| 5Y | +103.5% | +2.1% | +101.4% | +97.5% |
| 10Y | +139.7% | -48.7% | +188.5% | +150.3% |
| All | +22.4% | +11.6% | +10.8% | +8.8% |
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