+448.0%
SNXX vs DASH
-6.1%
+454.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.0% |
| 7D | +27.3% | -12.8% | +40.1% | +19.6% |
| 30D | +89.3% | -6.0% | +95.3% | +84.3% |
| 3M | -29.6% | +26.7% | -56.3% | -24.9% |
| 6M | +324.4% | +11.7% | +312.7% | +331.5% |
| All | +448.0% | -6.1% | +454.1% | +437.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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