+1,608.3%
SM vs TAP
+889.8%
+718.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +0.1% | -2.3% | +2.4% | +0.9% |
| 30D | +26.3% | -2.1% | +28.5% | +26.9% |
| 3M | +8.7% | +6.6% | +2.1% | +5.4% |
| 6M | +51.7% | -11.5% | +63.2% | +56.7% |
| YTD | +99.0% | -10.3% | +109.3% | +104.1% |
| 1Y | +34.6% | -14.4% | +49.0% | +39.8% |
| 3Y | -7.8% | -28.3% | +20.5% | +0.4% |
| 5Y | +104.8% | +1.7% | +103.1% | +92.3% |
| 10Y | +7.2% | -49.2% | +56.5% | +28.5% |
| All | +1,608.3% | +889.8% | +718.5% | +1,371.2% |
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