+404.4%
SNXX vs SAP
-11.5%
+415.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.4% | -9.8% |
| 7D | +16.8% | -5.1% | +21.9% | +9.8% |
| 30D | +65.3% | -1.8% | +67.1% | +62.3% |
| 3M | -34.8% | +20.9% | -55.7% | +3.9% |
| 6M | +255.1% | +7.0% | +248.2% | +436.7% |
| All | +404.4% | -11.5% | +415.8% | +634.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling