+1,883.6%
STX vs TAP
-49.3%
+1,932.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.5% |
| 7D | -28.5% | +0.5% | -29.0% | -28.7% |
| 30D | -42.9% | +9.1% | -52.1% | -44.0% |
| 3M | -45.9% | -3.8% | -42.1% | -45.9% |
| 6M | -41.3% | -3.4% | -37.9% | -41.9% |
| YTD | +67.9% | -10.6% | +78.6% | +68.3% |
| 1Y | +66.5% | -4.4% | +70.9% | +63.6% |
| 3Y | +588.0% | -24.4% | +612.3% | +608.5% |
| 5Y | +449.1% | +2.1% | +447.0% | +396.0% |
| All | +1,883.6% | -49.3% | +1,932.9% | +1,824.8% |
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