-82.8%
SNXX vs COMP
+23.0%
-105.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.7% | -13.3% | -12.1% |
| 7D | +8.5% | 0.0% | +8.5% | +8.8% |
| 30D | -66.5% | +16.6% | -83.1% | -66.4% |
| 3M | -74.6% | -23.5% | -51.1% | -73.4% |
| 6M | -82.8% | +25.7% | -108.5% | -84.4% |
| All | -82.8% | +23.0% | -105.8% | -84.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling