-79.7%
SNAP vs TAP
-47.2%
-32.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.9% |
| 7D | -7.1% | +0.5% | -7.6% | -7.1% |
| 30D | -14.6% | +9.1% | -23.8% | -15.6% |
| 3M | -5.0% | -3.8% | -1.2% | -4.6% |
| 6M | -18.8% | -3.4% | -15.4% | -18.5% |
| YTD | -38.5% | -10.6% | -27.9% | -37.9% |
| 1Y | -38.1% | -4.4% | -33.7% | -38.1% |
| 3Y | -53.8% | -24.4% | -29.4% | -52.5% |
| 5Y | -90.7% | +2.1% | -92.8% | -91.0% |
| All | -79.7% | -47.2% | -32.5% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling