+368.8%
SNXX vs ED
+4.6%
+364.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -8.0% |
| 7D | -12.0% | -0.8% | -11.3% | -14.9% |
| 30D | +37.9% | -0.4% | +38.4% | +35.9% |
| 3M | -52.7% | +0.5% | -53.1% | -48.0% |
| 6M | +194.8% | -3.1% | +197.9% | +225.9% |
| All | +368.8% | +4.6% | +364.1% | +492.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling