-52.7%
SNXX vs BLK
+7.1%
-59.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.7% | -6.4% |
| 7D | -12.0% | -3.3% | -8.7% | -13.2% |
| 30D | +37.9% | -6.5% | +44.5% | +34.3% |
| 3M | -52.7% | +6.7% | -59.4% | -49.7% |
| All | -52.7% | +7.1% | -59.7% | -49.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling