+77.0%
SO vs TAP
+2.0%
+75.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.1% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | +8.1% | +9.1% | -1.1% | +6.0% |
| 3M | +0.2% | -3.8% | +4.0% | +0.7% |
| 6M | +0.4% | -3.4% | +3.8% | +0.6% |
| YTD | +8.5% | -10.6% | +19.1% | +10.0% |
| 1Y | +4.9% | -4.4% | +9.3% | +4.6% |
| 3Y | +47.9% | -24.4% | +72.3% | +54.9% |
| All | +77.0% | +2.0% | +75.1% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling