+66.7%
SNXX vs D
+19.5%
+47.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.4% | -20.2% | -6.6% |
| 7D | -47.8% | +8.5% | -56.3% | -36.4% |
| 30D | -66.0% | +14.3% | -80.3% | -54.0% |
| 3M | -57.5% | +1.8% | -59.3% | -52.3% |
| 6M | -66.7% | +13.0% | -79.8% | -53.9% |
| All | +66.7% | +19.5% | +47.2% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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