+368.8%
SNXX vs DHI
-6.4%
+375.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.8% | -8.0% |
| 7D | -12.0% | -3.4% | -8.6% | -10.4% |
| 30D | +37.9% | -5.4% | +43.4% | +41.7% |
| 3M | -52.7% | -10.4% | -42.2% | -49.5% |
| 6M | +194.8% | -2.8% | +197.6% | +165.3% |
| All | +368.8% | -6.4% | +375.1% | +353.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 5y: compounded portfolio wealth divided by compounded DHI 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…
5y analysis · Full analysis span regression · 6 months rolling