+404.4%
SNXX vs GD
-1.9%
+406.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.4% | -8.4% | -7.5% |
| 7D | +16.8% | -3.2% | +19.9% | +13.5% |
| 30D | +65.3% | -9.6% | +74.9% | +51.5% |
| 3M | -34.8% | +4.3% | -39.1% | -33.3% |
| 6M | +255.1% | +0.5% | +254.6% | +227.3% |
| All | +404.4% | -1.9% | +406.3% | +347.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling