+5.2%
SSPC vs TAP
+5.7%
-0.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.0% | +4.7% | +4.9% |
| 7D | +11.8% | +9.9% | +1.8% | +2.1% |
| 30D | +44.7% | +18.1% | +26.6% | +27.3% |
| 3M | -40.7% | +3.2% | -43.9% | -43.2% |
| All | +5.2% | +5.7% | -0.5% | -1.9% |
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 · Available span rolling