+4,437.1%
SNDK vs GAP
-0.4%
+4,437.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.4% | -4.6% |
| 7D | -6.1% | -4.1% | -2.0% | -4.8% |
| 30D | +21.5% | +6.2% | +15.3% | +17.7% |
| 3M | -13.2% | -0.7% | -12.5% | -14.4% |
| 6M | +149.2% | -7.1% | +156.3% | +148.3% |
| YTD | +588.1% | -14.1% | +602.1% | +609.0% |
| 1Y | +1,837.5% | -8.5% | +1,846.0% | +1,815.8% |
| All | +4,437.1% | -0.4% | +4,437.5% | +4,215.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling