+3.8%
MSFT vs SNXX
+350.9%
-347.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +0.7% |
| 7D | -0.8% | -12.0% | +11.2% | -0.8% |
| 30D | +0.8% | +37.9% | -37.1% | +0.6% |
| 3M | +27.2% | -52.7% | +79.9% | +22.8% |
| 6M | +22.9% | +194.8% | -171.9% | +19.9% |
| All | +3.8% | +350.9% | -347.1% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling