+154.5%
STT vs TAP
+2.2%
+152.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +0.5% | -2.3% | +2.8% | +1.1% |
| 30D | +3.9% | -2.1% | +6.0% | +4.3% |
| 3M | +20.0% | +6.6% | +13.3% | +16.7% |
| 6M | +55.3% | -11.5% | +66.8% | +60.2% |
| YTD | +53.3% | -10.3% | +63.6% | +56.4% |
| 1Y | +74.7% | -14.4% | +89.1% | +80.7% |
| 3Y | +205.8% | -28.3% | +234.1% | +233.7% |
| All | +154.5% | +2.2% | +152.3% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling