-77.7%
SNAP vs GAP
+27.2%
-104.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | +0.7% | -4.5% | +5.2% | +1.9% |
| 30D | +2.6% | +9.0% | -6.4% | 0.0% |
| 3M | -9.9% | +5.0% | -14.9% | -11.3% |
| 6M | +1.9% | -17.8% | +19.7% | +5.8% |
| YTD | -32.2% | -10.4% | -21.8% | -31.2% |
| 1Y | -22.8% | -3.4% | -19.5% | -23.7% |
| 3Y | -47.6% | +111.5% | -159.1% | -58.9% |
| 5Y | -92.7% | +8.8% | -101.5% | -93.9% |
| All | -77.7% | +27.2% | -104.9% | -82.3% |
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