-11.3%
SIRI vs TAP
-49.9%
+38.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.5% |
| 7D | +0.6% | -3.9% | +4.4% | +1.8% |
| 30D | +2.5% | -5.3% | +7.8% | +4.1% |
| 3M | +6.6% | -3.8% | +10.4% | +7.5% |
| 6M | +32.9% | -11.4% | +44.3% | +37.2% |
| YTD | +50.5% | -13.7% | +64.2% | +56.3% |
| 1Y | +28.0% | -17.2% | +45.2% | +34.4% |
| 3Y | -22.4% | -33.1% | +10.7% | -13.2% |
| 5Y | -41.3% | +0.8% | -42.1% | -43.4% |
| All | -11.3% | -49.9% | +38.6% | -10.0% |
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