+66.7%
SNXX vs BP
+27.8%
+38.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -4.2% | -11.6% | -16.6% |
| 7D | -47.8% | -8.4% | -39.4% | -49.0% |
| 30D | -66.0% | +2.2% | -68.2% | -65.5% |
| 3M | -57.5% | +8.8% | -66.3% | -56.1% |
| 6M | -66.7% | -0.5% | -66.2% | -63.5% |
| All | +66.7% | +27.8% | +38.8% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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