+432.9%
SNXX vs DE
+34.8%
+398.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +23.5% |
| 7D | +34.9% | +10.0% | +24.9% | +27.1% |
| 30D | +52.5% | +13.3% | +39.2% | +40.5% |
| 3M | -41.3% | +17.5% | -58.8% | -45.6% |
| 6M | +293.8% | +13.6% | +280.2% | +273.5% |
| All | +432.9% | +34.8% | +398.1% | +411.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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