+432.9%
SNXX vs D
+12.8%
+420.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +22.8% |
| 7D | +34.9% | +1.5% | +33.4% | +37.8% |
| 30D | +52.5% | -2.6% | +55.1% | +45.2% |
| 3M | -41.3% | 0.0% | -41.3% | -40.1% |
| 6M | +293.8% | +7.4% | +286.4% | +355.0% |
| All | +432.9% | +12.8% | +420.2% | +559.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling