+66.7%
SNXX vs SAP
+3.2%
+63.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.2% | -20.0% | -10.4% |
| 7D | -47.8% | +1.3% | -49.1% | -46.3% |
| 30D | -66.0% | +15.5% | -81.6% | -58.5% |
| 3M | -57.5% | +22.8% | -80.3% | -43.1% |
| 6M | -66.7% | +42.5% | -109.2% | -34.3% |
| All | +66.7% | +3.2% | +63.5% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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