+1.2%
SO vs TAP
-19.0%
+20.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.3% |
| 7D | +1.0% | -2.3% | +3.3% | +1.2% |
| 30D | -3.2% | -9.4% | +6.2% | -2.5% |
| 3M | -1.7% | -0.8% | -0.9% | -1.7% |
| 6M | -7.2% | -14.7% | +7.6% | -7.3% |
| YTD | +4.6% | -13.9% | +18.5% | +4.4% |
| 1Y | +1.2% | -18.6% | +19.8% | +0.7% |
| All | +1.2% | -19.0% | +20.2% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling