+455.3%
SN vs TAP
-36.3%
+491.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.2% |
| 7D | +7.6% | -7.8% | +15.5% | +9.8% |
| 30D | +24.1% | +7.1% | +16.9% | +21.7% |
| 3M | +23.7% | -7.0% | +30.8% | +25.6% |
| 6M | +105.5% | -3.8% | +109.3% | +106.2% |
| YTD | +105.1% | -11.7% | +116.8% | +109.6% |
| 1Y | +148.3% | -10.1% | +158.4% | +151.9% |
| 3Y | +438.7% | -23.7% | +462.4% | +446.3% |
| All | +455.3% | -36.3% | +491.6% | +589.3% |
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