+43.0%
SN vs TAP
-14.5%
+57.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -9.3% | -2.3% | -7.0% | -9.1% |
| 30D | -4.8% | -2.1% | -2.6% | -4.6% |
| 3M | +40.4% | +6.6% | +33.8% | +39.3% |
| 6M | +50.9% | -11.5% | +62.4% | +51.8% |
| YTD | +54.9% | -10.3% | +65.2% | +55.7% |
| 1Y | +43.0% | -14.4% | +57.4% | +43.2% |
| All | +43.0% | -14.5% | +57.5% | +43.2% |
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 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