+194.4%
STT vs TAP
-47.7%
+242.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | +5.1% | -6.3% | +11.4% | +8.0% |
| 30D | -0.2% | +2.7% | -2.9% | -1.9% |
| 3M | -8.1% | -3.7% | -4.4% | -7.5% |
| 6M | +16.6% | -2.0% | +18.7% | +15.5% |
| YTD | +37.8% | -12.3% | +50.2% | +42.0% |
| 1Y | +46.8% | -10.1% | +56.9% | +49.0% |
| 3Y | +181.2% | -25.3% | +206.4% | +204.1% |
| 5Y | +105.1% | -1.9% | +107.1% | +86.1% |
| All | +194.4% | -47.7% | +242.1% | +173.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling