+433.2%
SNXX vs ES
+4.2%
+429.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | +1.3% |
| 7D | +26.7% | +1.4% | +25.3% | +30.3% |
| 30D | +90.7% | -1.2% | +91.8% | +87.5% |
| 3M | -30.9% | +5.0% | -35.8% | -23.4% |
| 6M | +409.9% | -2.8% | +412.8% | +453.6% |
| All | +433.2% | +4.2% | +429.1% | +543.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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