+204.8%
STT vs TAP
-28.0%
+232.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +0.5% | -2.3% | +2.8% | +0.9% |
| 30D | +3.9% | -2.1% | +6.0% | +4.1% |
| 3M | +20.0% | +6.6% | +13.3% | +17.8% |
| 6M | +55.3% | -11.5% | +66.8% | +58.9% |
| YTD | +53.3% | -10.3% | +63.6% | +55.4% |
| 1Y | +74.7% | -14.4% | +89.1% | +79.4% |
| All | +204.8% | -28.0% | +232.8% | +216.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling