-14.0%
SNPS vs GAP
+118.2%
-132.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | -11.0% | -4.5% | -6.5% | -10.5% |
| 30D | -1.7% | +9.0% | -10.8% | -3.1% |
| 3M | -20.4% | +5.0% | -25.4% | -21.2% |
| 6M | -8.6% | -17.8% | +9.2% | -6.9% |
| YTD | -16.2% | -10.4% | -5.8% | -15.9% |
| 1Y | -34.6% | -3.4% | -31.2% | -35.4% |
| All | -14.0% | +118.2% | -132.2% | -19.8% |
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