+404.4%
SNXX vs DG
-17.7%
+422.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.3% | -6.7% | -8.8% |
| 7D | +16.8% | -6.3% | +23.1% | +11.3% |
| 30D | +65.3% | +2.4% | +62.9% | +69.3% |
| 3M | -34.8% | +12.4% | -47.2% | -33.0% |
| 6M | +255.1% | -14.9% | +270.1% | +341.0% |
| All | +404.4% | -17.7% | +422.1% | +539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling