+5,976.4%
SO vs TAP
+825.0%
+5,151.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -0.2% | -2.3% | +2.2% | +0.2% |
| 30D | -4.6% | -2.1% | -2.4% | -4.3% |
| 3M | -3.0% | +6.6% | -9.7% | -4.1% |
| 6M | -8.3% | -11.5% | +3.2% | -6.8% |
| YTD | +3.5% | -10.3% | +13.8% | +4.8% |
| 1Y | -0.9% | -14.4% | +13.5% | +0.8% |
| 3Y | +45.4% | -28.3% | +73.6% | +51.2% |
| 5Y | +59.6% | +1.7% | +57.9% | +56.4% |
| 10Y | +156.6% | -49.2% | +205.8% | +167.6% |
| All | +5,976.4% | +825.0% | +5,151.3% | +4,473.5% |
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 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