+440.4%
SN vs TAP
-23.3%
+463.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +7.6% | -4.5% | +12.1% | +8.5% |
| 30D | +22.4% | +7.5% | +15.0% | +20.5% |
| 3M | +21.7% | -4.9% | +26.5% | +22.6% |
| 6M | +102.8% | -3.5% | +106.3% | +103.2% |
| YTD | +102.4% | -11.4% | +113.8% | +105.8% |
| 1Y | +139.0% | -10.8% | +149.8% | +142.3% |
| 3Y | +440.4% | -24.5% | +464.9% | +429.8% |
| All | +440.4% | -23.3% | +463.6% | +429.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling