+321.5%
SNXX vs DTE
-1.7%
+323.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.1% | -9.0% | -12.1% |
| 7D | -20.9% | -3.6% | -17.3% | -26.9% |
| 30D | -15.2% | -6.9% | -8.3% | -27.3% |
| 3M | -61.6% | -10.3% | -51.2% | -69.0% |
| 6M | +161.5% | -10.9% | +172.5% | +126.7% |
| All | +321.5% | -1.7% | +323.1% | +325.6% |
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