+404.4%
SNXX vs EXC
+0.5%
+403.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.2% | -9.6% |
| 7D | +16.8% | -1.6% | +18.4% | +12.8% |
| 30D | +65.3% | -2.4% | +67.7% | +56.4% |
| 3M | -34.8% | -4.0% | -30.8% | -37.4% |
| 6M | +255.1% | -9.8% | +264.9% | +252.9% |
| All | +404.4% | +0.5% | +403.9% | +389.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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