-78.2%
SNAP vs TAP
-48.0%
-30.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +6.9% |
| 7D | -9.8% | -8.0% | -1.8% | -8.7% |
| 30D | -18.2% | +4.1% | -22.3% | -18.7% |
| 3M | -3.1% | -4.4% | +1.3% | -2.6% |
| 6M | -7.1% | -1.9% | -5.2% | -7.0% |
| YTD | -33.8% | -12.1% | -21.8% | -33.0% |
| 1Y | -39.0% | -12.0% | -27.0% | -38.4% |
| 3Y | -52.8% | -25.0% | -27.8% | -51.4% |
| 5Y | -90.0% | -1.1% | -88.9% | -90.3% |
| All | -78.2% | -48.0% | -30.2% | -72.1% |
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 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