+368.8%
SNXX vs GAP
-18.4%
+387.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.9% | -9.9% | -7.5% |
| 7D | -12.0% | -4.1% | -7.9% | -11.4% |
| 30D | +37.9% | +6.2% | +31.7% | +35.4% |
| 3M | -52.7% | -0.7% | -52.0% | -51.7% |
| 6M | +194.8% | -7.1% | +201.9% | +195.0% |
| All | +368.8% | -18.4% | +387.2% | +460.1% |
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