+450.0%
SN vs TAP
-22.2%
+472.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +2.2% |
| 7D | +1.5% | +1.3% | +0.3% | +1.3% |
| 30D | +21.5% | +5.7% | +15.8% | +20.0% |
| 3M | +20.0% | -1.9% | +22.0% | +20.2% |
| 6M | +119.9% | +0.9% | +119.0% | +118.2% |
| YTD | +102.3% | -9.5% | +111.8% | +104.8% |
| 1Y | +148.0% | -9.0% | +156.9% | +150.5% |
| 3Y | +450.0% | -22.2% | +472.2% | +439.0% |
| All | +450.0% | -22.2% | +472.2% | +439.0% |
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