+262.0%
STT vs TAP
-52.1%
+314.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +0.6% |
| 7D | +2.2% | -2.3% | +4.5% | +3.2% |
| 30D | +3.9% | -9.4% | +13.3% | +8.1% |
| 3M | +19.2% | -0.8% | +20.0% | +18.3% |
| 6M | +60.4% | -14.7% | +75.1% | +69.6% |
| YTD | +51.5% | -13.9% | +65.4% | +58.3% |
| 1Y | +76.3% | -18.6% | +94.9% | +88.1% |
| 3Y | +200.7% | -32.0% | +232.8% | +242.5% |
| 5Y | +157.5% | -1.0% | +158.5% | +133.7% |
| 10Y | +262.0% | -51.4% | +313.3% | +241.9% |
| All | +262.0% | -52.1% | +314.1% | +241.9% |
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 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