+11.2%
SNPS vs GAP
+10.4%
+0.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.1% |
| 7D | -3.9% | +8.0% | -11.9% | -4.0% |
| 30D | -5.2% | +2.7% | -7.9% | -5.3% |
| 3M | +14.6% | +16.0% | -1.4% | +14.2% |
| 6M | -6.9% | +2.0% | -9.0% | -6.9% |
| YTD | -1.4% | -4.4% | +3.0% | -1.0% |
| 1Y | +11.2% | +9.2% | +2.0% | +11.7% |
| All | +11.2% | +10.4% | +0.8% | +11.7% |
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