+455.3%
SN vs GAP
+137.0%
+318.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.5% | +1.9% |
| 7D | +7.6% | 0.0% | +7.6% | +7.5% |
| 30D | +24.1% | -4.3% | +28.4% | +25.6% |
| 3M | +23.7% | +9.4% | +14.3% | +19.3% |
| 6M | +105.5% | -3.3% | +108.8% | +104.2% |
| YTD | +105.1% | -10.5% | +115.6% | +107.8% |
| 1Y | +148.3% | -2.4% | +150.7% | +144.7% |
| 3Y | +438.7% | +80.1% | +358.6% | +391.8% |
| All | +455.3% | +137.0% | +318.4% | +459.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling