+439.5%
SN vs GAP
+129.0%
+310.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +4.0% |
| 7D | +7.2% | -3.8% | +11.0% | +8.3% |
| 30D | +20.4% | -9.0% | +29.4% | +23.7% |
| 3M | +23.9% | +5.5% | +18.5% | +20.9% |
| 6M | +93.0% | -11.1% | +104.1% | +96.9% |
| YTD | +99.2% | -13.6% | +112.8% | +103.9% |
| 1Y | +142.6% | -2.9% | +145.5% | +139.5% |
| 3Y | +398.8% | +69.6% | +329.2% | +358.3% |
| All | +439.5% | +129.0% | +310.5% | +449.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling