-90.5%
SNAP vs TAP
+0.6%
-91.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.5% | +0.5% |
| 7D | +6.0% | +1.3% | +4.8% | +5.9% |
| 30D | -13.8% | +5.7% | -19.5% | -14.0% |
| 3M | -0.8% | -1.9% | +1.2% | -0.7% |
| 6M | -6.2% | +0.9% | -7.2% | -6.3% |
| YTD | -34.8% | -9.5% | -25.3% | -34.8% |
| 1Y | -38.7% | -9.0% | -29.7% | -38.7% |
| 3Y | -53.5% | -22.2% | -31.2% | -52.6% |
| All | -90.5% | +0.6% | -91.2% | -90.0% |
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