+66.7%
SNXX vs GEV
+23.9%
+42.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -9.3% | -6.5% | +3.9% |
| 7D | -47.8% | -5.1% | -42.6% | -40.5% |
| 30D | -66.0% | -15.8% | -50.2% | -51.2% |
| 3M | -57.5% | -18.2% | -39.3% | -34.3% |
| 6M | -66.7% | -22.4% | -44.4% | -30.0% |
| All | +66.7% | +23.9% | +42.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 1y: compounded portfolio wealth divided by compounded GEV 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…
1y analysis · Full analysis span regression · 6 months rolling