+5,740.6%
SNPS vs GAP
+489.9%
+5,250.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -0.6% | -0.1% | -0.5% | -0.7% |
| 30D | -9.8% | -5.4% | -4.4% | -9.0% |
| 3M | +11.7% | +2.9% | +8.8% | +10.3% |
| 6M | -10.9% | -4.4% | -6.5% | -11.5% |
| YTD | -2.1% | -11.6% | +9.5% | -1.9% |
| 1Y | +14.8% | -6.0% | +20.8% | +13.4% |
| 3Y | -11.3% | +78.0% | -89.3% | -26.8% |
| 5Y | +36.2% | +8.5% | +27.7% | +17.7% |
| 10Y | +684.5% | +8.6% | +675.9% | +486.3% |
| All | +5,740.6% | +489.9% | +5,250.7% | +2,396.2% |
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