+26.8%
SIRI vs TAP
-18.5%
+45.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -3.0% | -5.3% | +2.3% | -2.1% |
| 30D | +1.3% | -7.4% | +8.7% | +2.4% |
| 3M | +5.6% | -4.9% | +10.5% | +6.3% |
| 6M | +35.2% | -14.2% | +49.4% | +38.3% |
| YTD | +49.1% | -14.8% | +63.9% | +53.3% |
| All | +26.8% | -18.5% | +45.3% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling