+66.7%
SNXX vs DGX
+42.6%
+24.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.5% | -19.2% | -8.6% |
| 7D | -47.8% | +4.1% | -51.9% | -42.4% |
| 30D | -66.0% | +10.5% | -76.5% | -57.5% |
| 3M | -57.5% | +9.8% | -67.3% | -46.0% |
| 6M | -66.7% | +34.6% | -101.3% | -33.3% |
| All | +66.7% | +42.6% | +24.1% | +343.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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