+432.9%
SNXX vs SAP
-7.5%
+440.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.3% | +22.3% |
| 7D | +34.9% | -2.9% | +37.8% | +30.1% |
| 30D | +52.5% | +9.0% | +43.5% | +71.3% |
| 3M | -41.3% | +14.9% | -56.3% | -0.2% |
| 6M | +293.8% | +11.9% | +281.9% | +527.7% |
| All | +432.9% | -7.5% | +440.4% | +718.5% |
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