-5.1%
SNXX vs DTE
+2.1%
-7.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -1.9% | -41.2% | -47.0% |
| 7D | -66.8% | +0.3% | -67.1% | -66.9% |
| 30D | -79.7% | +5.2% | -84.8% | -77.0% |
| 3M | -72.8% | -2.5% | -70.3% | -74.2% |
| 6M | -84.7% | -4.4% | -80.3% | -85.0% |
| All | -5.1% | +2.1% | -7.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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