+10.7%
SNOW vs TAP
-13.1%
+23.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -1.0% |
| 7D | +10.8% | -6.3% | +17.1% | +7.5% |
| 30D | -16.5% | +2.7% | -19.2% | -14.8% |
| 3M | -10.1% | -3.7% | -6.4% | -10.7% |
| 6M | +96.5% | -2.0% | +98.6% | +97.8% |
| YTD | +36.2% | -12.3% | +48.5% | +30.4% |
| 1Y | +10.7% | -10.1% | +20.8% | +5.9% |
| All | +10.7% | -13.1% | +23.8% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling