+186.8%
SO vs TAP
-49.5%
+236.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -1.1% | -7.8% | +6.7% | +1.0% |
| 30D | +8.6% | +7.1% | +1.5% | +6.4% |
| 3M | +1.8% | -7.0% | +8.8% | +3.4% |
| 6M | +3.6% | -3.8% | +7.4% | +4.1% |
| YTD | +9.9% | -11.7% | +21.6% | +12.4% |
| 1Y | +5.7% | -10.1% | +15.8% | +7.4% |
| 3Y | +52.5% | -23.7% | +76.2% | +60.4% |
| 5Y | +77.3% | +2.9% | +74.4% | +66.9% |
| 10Y | +186.8% | -49.5% | +236.3% | +185.5% |
| All | +186.8% | -49.5% | +236.3% | +185.5% |
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