+324.4%
SNXX vs SAP
+6.4%
+318.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +1.1% |
| 7D | +27.3% | -0.3% | +27.6% | +27.0% |
| 30D | +89.3% | +0.3% | +89.0% | +91.1% |
| 3M | -29.6% | +16.9% | -46.4% | +37.4% |
| 6M | +324.4% | +6.3% | +318.1% | +805.7% |
| All | +324.4% | +6.4% | +318.0% | +805.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling