-39.0%
SNAP vs GAP
-7.7%
-31.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.0% | +8.8% | +7.4% |
| 7D | -9.8% | -9.3% | -0.4% | -6.8% |
| 30D | -18.2% | -5.5% | -12.7% | -16.5% |
| 3M | -3.1% | +3.5% | -6.6% | -4.2% |
| 6M | -7.1% | +0.7% | -7.8% | -8.0% |
| YTD | -33.8% | -13.4% | -20.5% | -31.3% |
| 1Y | -39.0% | -7.7% | -31.4% | -37.7% |
| All | -39.0% | -7.7% | -31.3% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling