+16,011.1%
STX vs TAP
+118.5%
+15,892.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +2.4% | -2.3% | +4.7% | +3.0% |
| 30D | +1.4% | -2.1% | +3.5% | +1.7% |
| 3M | -8.2% | +6.6% | -14.8% | -11.7% |
| 6M | +127.0% | -11.5% | +138.5% | +130.9% |
| YTD | +209.1% | -10.3% | +219.4% | +211.2% |
| 1Y | +365.4% | -14.4% | +379.8% | +373.4% |
| 3Y | +1,135.4% | -28.3% | +1,163.7% | +1,205.2% |
| 5Y | +991.5% | +1.7% | +989.8% | +886.5% |
| 10Y | +3,695.8% | -49.2% | +3,745.0% | +4,088.2% |
| All | +16,011.1% | +118.5% | +15,892.6% | +8,706.8% |
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 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