+34.6%
SNXX vs GD
+2.2%
+32.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | -0.1% | +27.2% | +27.0% |
| 7D | -19.2% | +0.6% | -19.9% | -20.4% |
| 30D | -63.6% | +9.5% | -73.0% | -59.3% |
| 3M | -55.9% | -5.8% | -50.0% | -56.9% |
| 6M | -81.7% | +7.7% | -89.4% | -79.9% |
| All | +34.6% | +2.2% | +32.5% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling