+368.8%
SNXX vs DGX
+30.6%
+338.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.7% | -3.7% |
| 7D | -12.0% | -0.9% | -11.1% | -13.7% |
| 30D | +37.9% | -1.2% | +39.1% | +36.0% |
| 3M | -52.7% | +15.8% | -68.4% | -32.4% |
| 6M | +194.8% | +18.2% | +176.6% | +363.5% |
| All | +368.8% | +30.6% | +338.2% | +906.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling