+448.0%
SNXX vs ALL
+31.3%
+416.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.9% |
| 7D | +27.3% | -2.2% | +29.5% | +17.8% |
| 30D | +89.3% | -5.6% | +94.9% | +54.5% |
| 3M | -29.6% | +17.2% | -46.8% | +50.0% |
| 6M | +324.4% | +23.2% | +301.2% | +976.8% |
| All | +448.0% | +31.3% | +416.7% | +1,415.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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