+368.8%
SNXX vs TAP
-17.8%
+386.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.3% | -4.6% |
| 7D | -12.0% | -3.9% | -8.2% | -18.4% |
| 30D | +37.9% | -5.3% | +43.2% | +26.5% |
| 3M | -52.7% | -3.8% | -48.9% | -48.8% |
| 6M | +194.8% | -11.4% | +206.2% | +214.1% |
| All | +368.8% | -17.8% | +386.6% | +398.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling