+66.7%
SNXX vs COMP
-25.1%
+91.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +7.7% | -23.5% | -16.5% |
| 7D | -47.8% | +9.5% | -57.3% | -48.3% |
| 30D | -66.0% | +8.1% | -74.1% | -66.3% |
| 3M | -57.5% | -16.3% | -41.1% | -56.4% |
| 6M | -66.7% | +42.2% | -108.9% | -70.0% |
| All | +66.7% | -25.1% | +91.8% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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