+4,901.1%
SNPS vs GAP
+497.8%
+4,403.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | -11.0% | -4.5% | -6.5% | -10.3% |
| 30D | -1.7% | +9.0% | -10.8% | -3.8% |
| 3M | -20.4% | +5.0% | -25.4% | -21.6% |
| 6M | -8.6% | -17.8% | +9.2% | -6.6% |
| YTD | -16.2% | -10.4% | -5.8% | -16.0% |
| 1Y | -34.6% | -3.4% | -31.2% | -35.6% |
| 3Y | -14.5% | +111.5% | -125.9% | -31.8% |
| 5Y | +17.0% | +8.8% | +8.2% | +1.1% |
| 10Y | +560.0% | +32.9% | +527.1% | +371.6% |
| All | +4,901.1% | +497.8% | +4,403.3% | +2,038.5% |
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