+66.7%
SNXX vs TAP
-8.9%
+75.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.0% | -18.8% | -9.1% |
| 7D | -47.8% | +9.9% | -57.7% | -32.7% |
| 30D | -66.0% | +18.1% | -84.1% | -47.4% |
| 3M | -57.5% | +3.2% | -60.7% | -47.5% |
| 6M | -66.7% | +8.4% | -75.2% | -49.7% |
| All | +66.7% | -8.9% | +75.6% | +144.8% |
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 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