+368.8%
SNXX vs SAP
-11.3%
+380.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -6.8% |
| 7D | -12.0% | -4.1% | -8.0% | -16.4% |
| 30D | +37.9% | +1.1% | +36.9% | +40.0% |
| 3M | -52.7% | +26.1% | -78.8% | -24.4% |
| 6M | +194.8% | +9.8% | +185.0% | +351.1% |
| All | +368.8% | -11.3% | +380.0% | +584.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling