+404.4%
SNXX vs BP
+29.2%
+375.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.9% | -8.8% | -7.8% |
| 7D | +16.8% | +5.7% | +11.0% | +17.5% |
| 30D | +65.3% | +8.1% | +57.2% | +67.4% |
| 3M | -34.8% | +8.6% | -43.4% | -29.6% |
| 6M | +255.1% | +18.1% | +237.0% | +231.5% |
| All | +404.4% | +29.2% | +375.2% | +328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling