+32.8%
SNOW vs TAP
+38.7%
-6.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | +2.8% | -2.3% | +5.1% | +2.8% |
| 30D | +6.4% | -2.1% | +8.6% | +6.4% |
| 3M | +38.1% | +6.6% | +31.5% | +38.3% |
| 6M | +100.4% | -11.5% | +111.9% | +100.8% |
| YTD | +53.7% | -10.3% | +64.0% | +53.6% |
| 1Y | +52.0% | -14.4% | +66.3% | +52.3% |
| 3Y | +114.7% | -28.3% | +142.9% | +117.1% |
| 5Y | +8.8% | +1.7% | +7.1% | +10.2% |
| All | +32.8% | +38.7% | -6.0% | +48.6% |
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