+432.9%
SNXX vs EFV
+13.3%
+419.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +24.0% |
| 7D | +34.9% | +1.5% | +33.4% | +26.1% |
| 30D | +52.5% | +1.7% | +50.8% | +40.2% |
| 3M | -41.3% | +8.6% | -50.0% | -56.6% |
| 6M | +293.8% | +11.7% | +282.1% | +173.1% |
| All | +432.9% | +13.3% | +419.6% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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