+448.0%
SNXX vs APD
+14.3%
+433.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.0% |
| 7D | +27.3% | -4.6% | +31.9% | +28.9% |
| 30D | +89.3% | -4.2% | +93.5% | +91.1% |
| 3M | -29.6% | +5.0% | -34.5% | -34.4% |
| 6M | +324.4% | +8.9% | +315.5% | +309.9% |
| All | +448.0% | +14.3% | +433.7% | +452.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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