+355.7%
SU vs TAP
-2.6%
+358.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | -5.3% | +6.9% | +2.7% |
| 30D | +9.6% | -7.4% | +17.0% | +11.1% |
| 3M | +11.7% | -4.9% | +16.6% | +12.3% |
| 6M | +21.9% | -14.2% | +36.1% | +25.1% |
| YTD | +58.6% | -14.8% | +73.5% | +62.4% |
| 1Y | +66.5% | -18.1% | +84.6% | +71.8% |
| 3Y | +121.4% | -32.7% | +154.1% | +138.6% |
| 5Y | +355.7% | -0.5% | +356.2% | +298.1% |
| All | +355.7% | -2.6% | +358.3% | +298.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling