+404.4%
SNXX vs GAP
-20.7%
+425.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.1% | -5.8% | -7.6% |
| 7D | +16.8% | -6.3% | +23.1% | +18.1% |
| 30D | +65.3% | -0.2% | +65.5% | +64.4% |
| 3M | -34.8% | 0.0% | -34.8% | -34.4% |
| 6M | +255.1% | -8.1% | +263.3% | +251.0% |
| All | +404.4% | -20.7% | +425.1% | +505.6% |
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