+368.8%
SNXX vs EW
+0.4%
+368.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.8% | -4.3% | -6.3% |
| 7D | -12.0% | -6.2% | -5.9% | -10.7% |
| 30D | +37.9% | -9.3% | +47.3% | +41.1% |
| 3M | -52.7% | -1.6% | -51.0% | -54.6% |
| 6M | +194.8% | -0.8% | +195.6% | +188.8% |
| All | +368.8% | +0.4% | +368.3% | +356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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