+324.4%
SNXX vs BP
+15.4%
+309.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +3.4% |
| 7D | +27.3% | +4.0% | +23.3% | +29.0% |
| 30D | +89.3% | +7.8% | +81.5% | +95.3% |
| 3M | -29.6% | +8.4% | -37.9% | -20.9% |
| 6M | +324.4% | +15.1% | +309.4% | +376.7% |
| All | +324.4% | +15.4% | +309.0% | +376.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling