+71.6%
SM vs TAP
+4.4%
+67.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +3.0% | -18.3% | -15.2% |
| 7D | -21.5% | +9.9% | -31.4% | -21.5% |
| 30D | -11.4% | +18.1% | -29.5% | -11.8% |
| 3M | +0.6% | +3.2% | -2.6% | +0.4% |
| 6M | +0.2% | +8.4% | -8.2% | -0.5% |
| YTD | +69.7% | -4.4% | +74.1% | +71.4% |
| 1Y | +71.6% | +3.2% | +68.3% | +69.8% |
| All | +71.6% | +4.4% | +67.2% | +69.8% |
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 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