+323.8%
SN vs GAP
+136.8%
+187.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | -5.6% | +9.3% | -14.9% | -8.6% |
| 3M | +48.1% | +6.1% | +42.0% | +44.4% |
| 6M | +57.6% | -2.3% | +59.9% | +56.9% |
| YTD | +56.5% | -10.6% | +67.1% | +59.1% |
| 1Y | +52.6% | -4.4% | +57.0% | +51.4% |
| 3Y | +412.0% | +118.3% | +293.7% | +391.4% |
| All | +323.8% | +136.8% | +187.0% | +328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling