+423.6%
SN vs GAP
+118.2%
+305.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -9.3% | -4.5% | -4.9% | -8.0% |
| 30D | -4.8% | +9.0% | -13.8% | -7.9% |
| 3M | +40.4% | +5.0% | +35.4% | +37.3% |
| 6M | +50.9% | -17.8% | +68.8% | +58.2% |
| YTD | +54.9% | -10.4% | +65.3% | +57.4% |
| 1Y | +43.0% | -3.4% | +46.4% | +41.2% |
| All | +423.6% | +118.2% | +305.4% | +375.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling