+6,466.5%
STT vs TAP
+810.2%
+5,656.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.6% |
| 7D | +0.9% | -7.8% | +8.7% | +3.2% |
| 30D | -2.3% | +7.1% | -9.5% | -4.5% |
| 3M | -7.0% | -7.0% | +0.1% | -5.6% |
| 6M | +15.5% | -3.8% | +19.3% | +15.5% |
| YTD | +35.6% | -11.7% | +47.3% | +38.2% |
| 1Y | +47.9% | -10.1% | +58.0% | +49.6% |
| 3Y | +181.1% | -23.7% | +204.8% | +194.9% |
| 5Y | +108.2% | +2.9% | +105.3% | +98.5% |
| 10Y | +201.0% | -49.5% | +250.5% | +234.8% |
| All | +6,466.5% | +810.2% | +5,656.4% | +4,088.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling