-95.5%
SNDQ vs GAP
-18.2%
-77.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.1% | +10.1% | +8.7% |
| 7D | -20.4% | -6.3% | -14.1% | -18.7% |
| 30D | -54.5% | -0.2% | -54.3% | -54.5% |
| 3M | -79.1% | 0.0% | -79.1% | -80.1% |
| All | -95.5% | -18.2% | -77.3% | -95.9% |
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 · Available span rolling