+66.7%
SNXX vs DE
+31.8%
+34.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.4% | -16.4% |
| 7D | -47.8% | +5.6% | -53.4% | -49.4% |
| 30D | -66.0% | -0.8% | -65.2% | -65.9% |
| 3M | -57.5% | +9.8% | -67.3% | -60.1% |
| 6M | -66.7% | +17.5% | -84.3% | -68.6% |
| All | +66.7% | +31.8% | +34.9% | +61.9% |
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