+66.7%
SNXX vs ED
+18.2%
+48.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.0% | -18.7% | -3.6% |
| 7D | -47.8% | +5.4% | -53.2% | -32.8% |
| 30D | -66.0% | +16.4% | -82.4% | -33.7% |
| 3M | -57.5% | +11.9% | -69.4% | -29.8% |
| 6M | -66.7% | +11.6% | -78.3% | -36.3% |
| All | +66.7% | +18.2% | +48.5% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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