-12.9%
SNPS vs TAP
-22.2%
+9.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.9% | -1.5% |
| 7D | +1.1% | +1.3% | -0.2% | +1.1% |
| 30D | -5.2% | +5.7% | -10.9% | -5.1% |
| 3M | +10.6% | -1.9% | +12.5% | +10.7% |
| 6M | -10.6% | +0.9% | -11.6% | -10.4% |
| YTD | -3.1% | -9.5% | +6.4% | -2.8% |
| 1Y | +15.6% | -9.0% | +24.5% | +15.7% |
| 3Y | -12.9% | -22.2% | +9.3% | -8.0% |
| All | -12.9% | -22.2% | +9.2% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling