+381.8%
STX vs TAP
-19.0%
+400.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.1% | +10.6% | +3.5% |
| 7D | +10.7% | -2.3% | +13.1% | +9.1% |
| 30D | +11.3% | -9.4% | +20.7% | +4.5% |
| 3M | +3.2% | -0.8% | +4.0% | +4.7% |
| 6M | +157.0% | -14.7% | +171.7% | +151.0% |
| YTD | +229.2% | -13.9% | +243.1% | +229.6% |
| 1Y | +381.8% | -18.6% | +400.5% | +399.7% |
| All | +381.8% | -19.0% | +400.8% | +399.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling