-5.1%
SNXX vs BLK
+6.1%
-11.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -4.4% | -38.7% | -39.8% |
| 7D | -66.8% | -0.5% | -66.4% | -65.5% |
| 30D | -79.7% | +8.5% | -88.1% | -79.9% |
| 3M | -72.8% | +3.8% | -76.6% | -72.6% |
| 6M | -84.7% | +12.8% | -97.5% | -85.3% |
| All | -5.1% | +6.1% | -11.2% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling