+265.2%
SU vs TAP
-49.9%
+315.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | +2.2% | -3.9% | +6.1% | +3.8% |
| 30D | +8.4% | -5.3% | +13.7% | +10.5% |
| 3M | +12.1% | -3.8% | +15.9% | +12.8% |
| 6M | +19.7% | -11.4% | +31.0% | +24.0% |
| YTD | +58.4% | -13.7% | +72.2% | +64.9% |
| 1Y | +67.2% | -17.2% | +84.4% | +76.2% |
| 3Y | +125.0% | -33.1% | +158.1% | +154.2% |
| 5Y | +355.1% | +0.8% | +354.3% | +301.2% |
| All | +265.2% | -49.9% | +315.1% | +254.9% |
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