+368.8%
SNXX vs EMR
+4.0%
+364.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.6% | -9.6% | -11.9% |
| 7D | -12.0% | -0.4% | -11.6% | -11.7% |
| 30D | +37.9% | -6.8% | +44.7% | +57.5% |
| 3M | -52.7% | +7.5% | -60.1% | -55.6% |
| 6M | +194.8% | +9.9% | +184.9% | +156.2% |
| All | +368.8% | +4.0% | +364.8% | +308.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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