+16.5%
SNOW vs TAP
+37.0%
-20.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | +0.2% | -4.5% | +4.8% | +0.1% |
| 30D | -19.8% | +7.5% | -27.3% | -19.6% |
| 3M | -11.6% | -4.9% | -6.8% | -11.6% |
| 6M | +94.0% | -3.5% | +97.5% | +94.2% |
| YTD | +34.8% | -11.4% | +46.2% | +34.8% |
| 1Y | +10.1% | -10.8% | +20.9% | +10.1% |
| 3Y | +84.4% | -24.5% | +108.9% | +85.8% |
| 5Y | -18.1% | +2.5% | -20.5% | -16.8% |
| All | +16.5% | +37.0% | -20.5% | +30.4% |
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