+432.9%
SNXX vs DRI
+12.7%
+420.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.5% | +23.9% | +23.1% |
| 7D | +34.9% | +0.6% | +34.3% | +35.5% |
| 30D | +52.5% | +3.8% | +48.7% | +57.5% |
| 3M | -41.3% | +13.0% | -54.3% | -36.3% |
| 6M | +293.8% | +8.3% | +285.5% | +330.7% |
| All | +432.9% | +12.7% | +420.3% | +505.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling