+368.8%
SNXX vs BBWI
-10.9%
+379.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +6.4% | -13.5% | -7.9% |
| 7D | -12.0% | -4.8% | -7.2% | -11.3% |
| 30D | +37.9% | +3.5% | +34.5% | +37.4% |
| 3M | -52.7% | -0.3% | -52.4% | -53.7% |
| 6M | +194.8% | -5.4% | +200.2% | +213.8% |
| All | +368.8% | -10.9% | +379.7% | +440.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling