+66.7%
SNXX vs EL
-2.9%
+69.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +6.3% | -22.1% | -16.9% |
| 7D | -47.8% | +2.5% | -50.3% | -48.0% |
| 30D | -66.0% | +20.1% | -86.1% | -67.5% |
| 3M | -57.5% | +29.3% | -86.7% | -60.4% |
| 6M | -66.7% | +38.8% | -105.5% | -70.7% |
| All | +66.7% | -2.9% | +69.6% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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