+448.0%
SNXX vs ESI
+21.7%
+426.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +5.7% |
| 7D | +27.3% | +3.9% | +23.4% | +16.8% |
| 30D | +89.3% | -3.8% | +93.1% | +114.5% |
| 3M | -29.6% | -13.1% | -16.4% | +34.6% |
| 6M | +324.4% | +11.3% | +313.1% | +547.4% |
| All | +448.0% | +21.7% | +426.3% | +832.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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