-92.8%
SNAP vs TAP
+2.2%
-95.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.9% | -4.0% |
| 7D | +0.7% | -2.3% | +3.1% | +0.9% |
| 30D | +2.6% | -2.1% | +4.8% | +2.7% |
| 3M | -9.9% | +6.6% | -16.5% | -10.1% |
| 6M | +1.9% | -11.5% | +13.4% | +2.3% |
| YTD | -32.2% | -10.3% | -22.0% | -32.1% |
| 1Y | -22.8% | -14.4% | -8.5% | -22.4% |
| 3Y | -47.6% | -28.3% | -19.3% | -46.6% |
| All | -92.8% | +2.2% | -95.0% | -92.7% |
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