+111.5%
SYY vs TAP
-50.5%
+162.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +1.5% | -5.3% | +6.8% | +3.6% |
| 30D | -2.3% | -7.4% | +5.1% | +0.4% |
| 3M | +5.5% | -4.9% | +10.4% | +7.0% |
| 6M | -1.0% | -14.2% | +13.2% | +4.3% |
| YTD | +14.1% | -14.8% | +28.9% | +20.0% |
| 1Y | +5.6% | -18.1% | +23.7% | +12.4% |
| 3Y | +27.9% | -32.7% | +60.6% | +45.3% |
| 5Y | +22.7% | -0.5% | +23.2% | +15.0% |
| All | +111.5% | -50.5% | +162.1% | +120.2% |
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