+66.7%
SNXX vs EFV
+11.1%
+55.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.1% | -18.9% | -25.9% |
| 7D | -47.8% | +2.9% | -50.7% | -53.7% |
| 30D | -66.0% | +3.6% | -69.6% | -70.8% |
| 3M | -57.5% | -0.1% | -57.4% | -59.1% |
| 6M | -66.7% | +9.6% | -76.3% | -76.5% |
| All | +66.7% | +11.1% | +55.6% | +36.8% |
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