+368.8%
SNXX vs DG
-16.7%
+385.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.4% | -6.1% |
| 7D | -12.0% | -6.5% | -5.6% | -16.1% |
| 30D | +37.9% | +4.2% | +33.8% | +43.1% |
| 3M | -52.7% | +9.5% | -62.2% | -50.4% |
| 6M | +194.8% | -13.1% | +207.9% | +267.9% |
| All | +368.8% | -16.7% | +385.4% | +500.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling