+432.9%
SNXX vs DTE
+2.1%
+430.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +21.9% |
| 7D | +34.9% | +0.2% | +34.7% | +35.7% |
| 30D | +52.5% | -2.6% | +55.1% | +43.2% |
| 3M | -41.3% | -3.9% | -37.4% | -44.0% |
| 6M | +293.8% | -7.9% | +301.7% | +271.3% |
| All | +432.9% | +2.1% | +430.9% | +482.6% |
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