+1,360.8%
SM vs TAP
+870.0%
+490.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.8% |
| 7D | +0.3% | -8.0% | +8.3% | +3.3% |
| 30D | -17.3% | +4.1% | -21.4% | -19.1% |
| 3M | -3.6% | -4.4% | +0.8% | -3.1% |
| 6M | +2.9% | -1.9% | +4.8% | +2.0% |
| YTD | +70.2% | -12.1% | +82.3% | +74.4% |
| 1Y | +66.5% | -12.0% | +78.5% | +70.4% |
| 3Y | -8.2% | -25.0% | +16.8% | -2.2% |
| 5Y | -1.5% | -1.1% | -0.4% | -7.4% |
| 10Y | +11.9% | -47.6% | +59.5% | +32.1% |
| All | +1,360.8% | +870.0% | +490.8% | +1,156.6% |
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