+448.0%
SNXX vs APH
+3.4%
+444.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.6% |
| 7D | +27.3% | +1.6% | +25.7% | +24.1% |
| 30D | +89.3% | -3.0% | +92.3% | +100.2% |
| 3M | -29.6% | +5.7% | -35.3% | -21.9% |
| 6M | +324.4% | +20.0% | +304.4% | +322.8% |
| All | +448.0% | +3.4% | +444.6% | +488.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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