+102.9%
SFM vs TAP
+12.1%
+90.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | -0.1% | -2.3% | +2.2% | +0.4% |
| 30D | -4.4% | -2.1% | -2.2% | -4.0% |
| 3M | +1.5% | +6.6% | -5.1% | -0.2% |
| 6M | +6.5% | -11.5% | +18.0% | +9.1% |
| YTD | +2.2% | -10.3% | +12.4% | +4.1% |
| 1Y | -41.9% | -14.4% | -27.5% | -40.3% |
| 3Y | +106.8% | -28.3% | +135.0% | +119.4% |
| 5Y | +231.6% | +1.7% | +229.9% | +221.2% |
| 10Y | +258.4% | -49.2% | +307.7% | +273.9% |
| All | +102.9% | +12.1% | +90.8% | +79.7% |
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