+5,829.8%
SNPS vs GAP
+496.9%
+5,332.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.0% |
| 7D | +0.2% | 0.0% | +0.1% | +0.1% |
| 30D | -8.4% | -4.3% | -4.1% | -7.8% |
| 3M | +12.3% | +9.4% | +2.9% | +9.5% |
| 6M | -9.6% | -3.3% | -6.3% | -10.3% |
| YTD | -0.6% | -10.5% | +9.9% | -0.6% |
| 1Y | +18.7% | -2.4% | +21.1% | +16.4% |
| 3Y | -7.6% | +80.1% | -87.7% | -23.8% |
| 5Y | +34.1% | +6.5% | +27.6% | +16.3% |
| 10Y | +691.2% | +14.6% | +676.6% | +484.5% |
| All | +5,829.8% | +496.9% | +5,332.9% | +2,428.6% |
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 · 6 months rolling