+432.9%
SNXX vs GEV
+40.0%
+392.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.4% | +23.4% |
| 7D | +34.9% | +3.3% | +31.6% | +23.9% |
| 30D | +52.5% | -7.5% | +60.0% | +88.9% |
| 3M | -41.3% | -2.2% | -39.2% | -17.6% |
| 6M | +293.8% | +12.1% | +281.7% | +250.5% |
| All | +432.9% | +40.0% | +392.9% | +195.9% |
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