+16.5%
SNPS vs GAP
+9.4%
+7.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -5.5% | +1.7% | -7.2% | -5.8% |
| 30D | -5.8% | +9.3% | -15.1% | -7.6% |
| 3M | -17.2% | +6.1% | -23.3% | -18.5% |
| 6M | -10.4% | -2.3% | -8.1% | -11.1% |
| YTD | -16.5% | -10.6% | -5.9% | -16.3% |
| 1Y | -35.6% | -4.4% | -31.2% | -36.5% |
| 3Y | -14.6% | +118.3% | -132.9% | -32.2% |
| 5Y | +16.5% | +12.2% | +4.3% | -6.1% |
| All | +16.5% | +9.4% | +7.1% | -6.1% |
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