+6,228.6%
STT vs TAP
+821.1%
+5,407.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.5% |
| 7D | -2.5% | +0.5% | -3.0% | -2.8% |
| 30D | -5.0% | +9.1% | -14.1% | -7.6% |
| 3M | -10.5% | -3.8% | -6.7% | -10.0% |
| 6M | +10.0% | -3.4% | +13.5% | +9.9% |
| YTD | +30.7% | -10.6% | +41.3% | +32.7% |
| 1Y | +43.8% | -4.4% | +48.2% | +42.9% |
| 3Y | +168.1% | -24.4% | +192.4% | +182.0% |
| 5Y | +101.4% | +2.1% | +99.3% | +92.5% |
| 10Y | +211.3% | -48.7% | +260.1% | +244.8% |
| All | +6,228.6% | +821.1% | +5,407.4% | +3,923.4% |
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