+18.6%
SNOW vs TAP
+36.0%
-17.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +1.8% |
| 7D | +3.7% | -8.0% | +11.7% | +3.3% |
| 30D | -16.4% | +4.1% | -20.5% | -16.3% |
| 3M | -9.9% | -4.4% | -5.5% | -9.9% |
| 6M | +98.8% | -1.9% | +100.8% | +98.9% |
| YTD | +37.3% | -12.1% | +49.4% | +37.3% |
| 1Y | +11.0% | -12.0% | +23.1% | +11.0% |
| 3Y | +87.8% | -25.0% | +112.8% | +89.2% |
| 5Y | -18.4% | -1.1% | -17.3% | -17.5% |
| All | +18.6% | +36.0% | -17.3% | +32.8% |
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