+448.0%
SNXX vs BAH
-20.7%
+468.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.6% | +3.0% |
| 7D | +27.3% | -1.3% | +28.6% | +24.9% |
| 30D | +89.3% | -6.6% | +95.9% | +70.3% |
| 3M | -29.6% | -7.2% | -22.4% | -12.0% |
| 6M | +324.4% | -10.0% | +334.4% | +425.3% |
| All | +448.0% | -20.7% | +468.6% | +535.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling