+9.9%
SNXX vs EXPD
+23.2%
-13.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.4% | -11.2% | -11.1% |
| 7D | +8.5% | +5.5% | +3.0% | +3.4% |
| 30D | -66.5% | -0.8% | -65.7% | -64.8% |
| 3M | -74.6% | +4.1% | -78.7% | -74.3% |
| 6M | -82.8% | +25.7% | -108.5% | -84.3% |
| All | +9.9% | +23.2% | -13.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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