-9.3%
SSPC vs TAP
-2.4%
-6.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -1.2% | -10.7% | -10.7% |
| 7D | -13.9% | -7.8% | -6.1% | -6.3% |
| 30D | +14.3% | +7.1% | +7.2% | +10.2% |
| 3M | -35.2% | -7.0% | -28.2% | -32.7% |
| All | -9.3% | -2.4% | -6.9% | -8.3% |
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