+439.5%
SN vs TAP
-35.5%
+475.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +3.8% |
| 7D | +7.2% | +0.5% | +6.7% | +6.9% |
| 30D | +20.4% | +9.1% | +11.2% | +17.6% |
| 3M | +23.9% | -3.8% | +27.7% | +24.7% |
| 6M | +93.0% | -3.4% | +96.5% | +93.6% |
| YTD | +99.2% | -10.6% | +109.9% | +103.0% |
| 1Y | +142.6% | -4.4% | +147.0% | +141.6% |
| 3Y | +398.8% | -24.4% | +423.2% | +413.6% |
| All | +439.5% | -35.5% | +475.0% | +567.7% |
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