+404.4%
SNXX vs ECL
-3.4%
+407.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.2% | -7.7% | -8.3% |
| 7D | +16.8% | -2.6% | +19.4% | +12.5% |
| 30D | +65.3% | -4.6% | +69.9% | +58.3% |
| 3M | -34.8% | +6.0% | -40.7% | -32.9% |
| 6M | +255.1% | -3.0% | +258.1% | +255.5% |
| All | +404.4% | -3.4% | +407.8% | +560.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 all: compounded portfolio wealth divided by compounded ECL 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…
all analysis · Full analysis span regression · 6 months rolling