+11.2%
SNPS vs TAP
+4.4%
+6.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | +0.7% |
| 7D | -3.9% | +9.9% | -13.9% | -1.7% |
| 30D | -5.2% | +18.1% | -23.4% | -2.0% |
| 3M | +14.6% | +3.2% | +11.4% | +16.0% |
| 6M | -6.9% | +8.4% | -15.4% | -4.3% |
| YTD | -1.4% | -4.4% | +3.0% | -0.6% |
| 1Y | +11.2% | +3.2% | +8.0% | +13.0% |
| All | +11.2% | +4.4% | +6.8% | +13.0% |
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