+432.7%
SN vs TAP
-36.7%
+469.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +1.4% | -6.3% | +7.7% | +3.0% |
| 30D | +16.6% | +2.7% | +13.9% | +15.6% |
| 3M | +18.3% | -3.7% | +22.0% | +19.0% |
| 6M | +103.1% | -2.0% | +105.1% | +102.6% |
| YTD | +96.7% | -12.3% | +109.1% | +101.4% |
| 1Y | +134.3% | -10.1% | +144.4% | +137.7% |
| 3Y | +425.2% | -25.3% | +450.5% | +439.9% |
| All | +432.7% | -36.7% | +469.4% | +562.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling