+14.7%
SNOW vs TAP
+36.5%
-21.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.5% |
| 7D | +0.2% | -7.8% | +8.0% | -0.2% |
| 30D | -21.1% | +7.1% | -28.2% | -20.9% |
| 3M | -11.9% | -7.0% | -4.9% | -12.0% |
| 6M | +91.0% | -3.8% | +94.8% | +91.2% |
| YTD | +32.7% | -11.7% | +44.4% | +32.7% |
| 1Y | +10.8% | -10.1% | +20.9% | +10.6% |
| 3Y | +86.2% | -23.7% | +109.9% | +87.5% |
| 5Y | -22.7% | +2.9% | -25.6% | -21.5% |
| All | +14.7% | +36.5% | -21.9% | +28.3% |
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