+432.9%
SNXX vs DT
+25.8%
+407.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.6% | +25.0% | +22.1% |
| 7D | +34.9% | -3.3% | +38.2% | +31.6% |
| 30D | +52.5% | +2.0% | +50.5% | +56.6% |
| 3M | -41.3% | +20.0% | -61.3% | -26.7% |
| 6M | +293.8% | +39.3% | +254.5% | +445.3% |
| All | +432.9% | +25.8% | +407.2% | +603.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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