+368.8%
SNXX vs EWT
+57.0%
+311.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.8% | -8.9% | -13.7% |
| 7D | -12.0% | -1.1% | -10.9% | -8.8% |
| 30D | +37.9% | +4.5% | +33.5% | +19.5% |
| 3M | -52.7% | +8.3% | -60.9% | -52.5% |
| 6M | +194.8% | +54.2% | +140.6% | +26.6% |
| All | +368.8% | +57.0% | +311.8% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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