+66.7%
SNXX vs DELL
+220.8%
-154.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -8.8% | -6.9% | -8.5% |
| 7D | -47.8% | -24.6% | -23.2% | -32.2% |
| 30D | -66.0% | -32.5% | -33.5% | -51.9% |
| 3M | -57.5% | -20.2% | -37.3% | -48.6% |
| 6M | -66.7% | +76.5% | -143.2% | -68.9% |
| All | +66.7% | +220.8% | -154.1% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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