+432.9%
SNXX vs DG
-10.9%
+443.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.5% | +21.9% | +24.5% |
| 7D | +34.9% | +8.4% | +26.5% | +43.1% |
| 30D | +52.5% | +4.9% | +47.6% | +58.4% |
| 3M | -41.3% | +29.3% | -70.7% | -36.7% |
| 6M | +293.8% | -11.3% | +305.0% | +435.3% |
| All | +432.9% | -10.9% | +443.8% | +615.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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