+324.4%
SNXX vs EW
+6.6%
+317.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.4% |
| 7D | +27.3% | -5.1% | +32.4% | +23.4% |
| 30D | +89.3% | -6.4% | +95.6% | +82.7% |
| 3M | -29.6% | -1.6% | -28.0% | -30.2% |
| 6M | +324.4% | +2.3% | +322.2% | +334.4% |
| All | +324.4% | +6.6% | +317.9% | +334.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling