+368.8%
SNXX vs DIS
-3.7%
+372.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.8% | -5.6% |
| 7D | -12.0% | +1.2% | -13.2% | -9.4% |
| 30D | +37.9% | +3.2% | +34.7% | +49.9% |
| 3M | -52.7% | +7.0% | -59.7% | -35.6% |
| 6M | +194.8% | +6.4% | +188.4% | +269.0% |
| All | +368.8% | -3.7% | +372.5% | +387.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 10y: compounded portfolio wealth divided by compounded DIS 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…
10y analysis · Full analysis span regression · 6 months rolling