-0.4%
GOOGL vs SNXX
+385.1%
-385.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.0% | +8.5% | +0.8% |
| 7D | -2.8% | +16.8% | -19.6% | -3.2% |
| 30D | -3.2% | +65.3% | -68.5% | -4.8% |
| 3M | -6.6% | -34.8% | +28.2% | -8.0% |
| 6M | +8.5% | +255.1% | -246.7% | -7.5% |
| All | -0.4% | +385.1% | -385.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNXX.
Daily Out/Under-Performance
Portfolio return minus SNXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNXX 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 all: compounded portfolio wealth divided by compounded SNXX 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…
all analysis · Full analysis span regression · 6 months rolling