-77.8%
SNAP vs GAP
+26.9%
-104.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.5% | +1.7% | -0.2% | +1.1% |
| 30D | +1.9% | +9.3% | -7.5% | -0.8% |
| 3M | -3.9% | +6.1% | -10.0% | -5.7% |
| 6M | +5.2% | -2.3% | +7.5% | +4.8% |
| YTD | -32.7% | -10.6% | -22.1% | -31.7% |
| 1Y | -24.8% | -4.4% | -20.4% | -25.4% |
| 3Y | -42.2% | +118.3% | -160.5% | -55.0% |
| 5Y | -92.7% | +12.2% | -104.9% | -93.9% |
| All | -77.8% | +26.9% | -104.8% | -82.5% |
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