+368.8%
SNXX vs COMP
-21.6%
+390.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.8% | -10.8% | -7.7% |
| 7D | -12.0% | -5.5% | -6.6% | -11.2% |
| 30D | +37.9% | -17.4% | +55.4% | +42.1% |
| 3M | -52.7% | +24.4% | -77.0% | -55.9% |
| 6M | +194.8% | +21.8% | +173.0% | +156.6% |
| All | +368.8% | -21.6% | +390.4% | +193.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling