+698.5%
STX vs TAP
-24.6%
+723.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.3% |
| 7D | +16.8% | -6.3% | +23.2% | +14.4% |
| 30D | -27.0% | +2.7% | -29.7% | -25.9% |
| 3M | -37.9% | -3.7% | -34.2% | -37.6% |
| 6M | -32.5% | -2.0% | -30.5% | -31.3% |
| YTD | +98.6% | -12.3% | +110.9% | +101.8% |
| 1Y | +93.6% | -10.1% | +103.7% | +96.6% |
| All | +698.5% | -24.6% | +723.1% | +725.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling