+5,491.2%
SNPS vs TAP
+900.8%
+4,590.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.6% |
| 7D | -10.2% | +7.7% | -17.9% | -11.1% |
| 30D | -12.8% | +14.4% | -27.3% | -14.5% |
| 3M | +9.9% | +2.0% | +7.8% | +9.2% |
| 6M | -12.4% | +2.5% | -14.9% | -13.0% |
| YTD | -6.3% | -6.4% | +0.2% | -6.2% |
| 1Y | +7.6% | -2.3% | +9.9% | +7.0% |
| 3Y | -9.8% | -20.3% | +10.5% | -8.4% |
| 5Y | +29.2% | +6.9% | +22.3% | +25.1% |
| 10Y | +663.8% | -46.3% | +710.1% | +685.6% |
| All | +5,491.2% | +900.8% | +4,590.5% | +3,945.1% |
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