+1,264.2%
SM vs TAP
+873.9%
+390.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.3% |
| 7D | -22.3% | -7.8% | -14.5% | -20.2% |
| 30D | -21.4% | +7.1% | -28.5% | -23.9% |
| 3M | +1.4% | -7.0% | +8.4% | +2.9% |
| 6M | +0.1% | -3.8% | +3.9% | -0.1% |
| YTD | +59.0% | -11.7% | +70.7% | +62.6% |
| 1Y | +64.3% | -10.1% | +74.5% | +66.9% |
| 3Y | -13.1% | -23.7% | +10.6% | -8.0% |
| 5Y | -13.9% | +2.9% | -16.8% | -20.3% |
| 10Y | +1.7% | -49.5% | +51.2% | +21.2% |
| All | +1,264.2% | +873.9% | +390.3% | +1,072.0% |
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 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