-6.4%
ORCL vs SNXX
+412.9%
-419.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +15.0% | +26.7% | -11.7% | +13.0% |
| 30D | +10.5% | +90.7% | -80.1% | +4.7% |
| 3M | -23.0% | -30.9% | +7.8% | -25.6% |
| 6M | +7.0% | +409.9% | -403.0% | -5.0% |
| All | -6.4% | +412.9% | -419.3% | -16.3% |
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