+448.0%
SNXX vs ED
+5.6%
+442.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | -0.1% |
| 7D | +27.3% | -0.2% | +27.5% | +27.5% |
| 30D | +89.3% | +1.9% | +87.3% | +104.6% |
| 3M | -29.6% | +1.9% | -31.4% | -18.4% |
| 6M | +324.4% | -2.3% | +326.7% | +388.1% |
| All | +448.0% | +5.6% | +442.3% | +621.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling