+368.8%
SNXX vs DLR
+18.3%
+350.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.8% | -9.4% |
| 7D | -12.0% | +0.1% | -12.1% | -12.2% |
| 30D | +37.9% | -4.3% | +42.2% | +47.2% |
| 3M | -52.7% | +3.8% | -56.5% | -52.9% |
| 6M | +194.8% | +5.8% | +189.0% | +164.7% |
| All | +368.8% | +18.3% | +350.5% | +330.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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