+425.4%
SN vs TAP
-32.5%
+457.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | +3.8% | +7.7% | -3.9% | +1.9% |
| 30D | +17.5% | +14.4% | +3.1% | +13.5% |
| 3M | +19.2% | +2.0% | +17.2% | +18.3% |
| 6M | +84.9% | +2.5% | +82.5% | +82.7% |
| YTD | +94.0% | -6.4% | +100.5% | +95.6% |
| 1Y | +151.3% | -2.3% | +153.7% | +149.3% |
| 3Y | +387.1% | -20.3% | +407.4% | +393.4% |
| All | +425.4% | -32.5% | +457.8% | +543.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling