+404.4%
SNXX vs DIS
-4.4%
+408.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.6% | -9.5% | -4.6% |
| 7D | +16.8% | -1.3% | +18.0% | +14.9% |
| 30D | +65.3% | +2.2% | +63.1% | +75.8% |
| 3M | -34.8% | +8.1% | -42.9% | -11.6% |
| 6M | +255.1% | +5.2% | +249.9% | +333.4% |
| All | +404.4% | -4.4% | +408.7% | +416.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling