-47.7%
SNAP vs GAP
+114.4%
-162.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | +0.7% | -4.5% | +5.2% | +2.1% |
| 30D | +2.6% | +9.0% | -6.4% | -0.6% |
| 3M | -9.9% | +5.0% | -14.9% | -11.6% |
| 6M | +1.9% | -17.8% | +19.7% | +6.4% |
| YTD | -32.2% | -10.4% | -21.8% | -31.1% |
| 1Y | -22.8% | -3.4% | -19.5% | -24.1% |
| All | -47.7% | +114.4% | -162.1% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling