+66.7%
SNXX vs BAH
-3.0%
+69.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.5% | -17.2% | -13.2% |
| 7D | -47.8% | +5.8% | -53.6% | -40.6% |
| 30D | -66.0% | +28.7% | -94.7% | -45.8% |
| 3M | -57.5% | +20.9% | -78.4% | -37.7% |
| 6M | -66.7% | +15.2% | -81.9% | -36.7% |
| All | +66.7% | -3.0% | +69.7% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling