+169.2%
SITM vs TAP
0.0%
+169.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -2.0% |
| 7D | +8.4% | -2.3% | +10.7% | +8.5% |
| 30D | -17.4% | -9.4% | -8.0% | -17.0% |
| 3M | -9.8% | -0.8% | -9.0% | -10.1% |
| 6M | +83.0% | -14.7% | +97.7% | +85.3% |
| YTD | +69.6% | -13.9% | +83.5% | +71.4% |
| 1Y | +144.9% | -18.6% | +163.5% | +149.9% |
| 3Y | +429.9% | -32.0% | +461.9% | +454.8% |
| 5Y | +169.2% | -1.0% | +170.2% | +157.9% |
| All | +169.2% | 0.0% | +169.2% | +157.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling