+368.8%
SNXX vs BAH
-16.6%
+385.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -6.5% |
| 7D | -12.0% | +4.3% | -16.3% | -4.7% |
| 30D | +37.9% | -2.5% | +40.4% | +34.9% |
| 3M | -52.7% | -0.9% | -51.7% | -34.0% |
| 6M | +194.8% | +1.5% | +193.3% | +336.2% |
| All | +368.8% | -16.6% | +385.4% | +497.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling