-78.7%
SNAP vs GAP
+21.4%
-100.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | +2.6% | -5.2% | +7.7% | +3.9% |
| 30D | -19.6% | -6.9% | -12.6% | -17.9% |
| 3M | +0.4% | +5.7% | -5.3% | -1.5% |
| 6M | -5.9% | +0.9% | -6.9% | -6.9% |
| YTD | -35.3% | -14.5% | -20.8% | -33.6% |
| 1Y | -42.6% | -12.1% | -30.5% | -41.7% |
| 3Y | -53.9% | +72.2% | -126.0% | -61.9% |
| 5Y | -90.3% | +4.5% | -94.8% | -91.8% |
| All | -78.7% | +21.4% | -100.1% | -82.9% |
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