+194.8%
SNXX vs GEV
+14.6%
+180.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.6% | -10.7% | -15.1% |
| 7D | -12.0% | +1.6% | -13.7% | -16.4% |
| 30D | +37.9% | -7.9% | +45.9% | +67.5% |
| 3M | -52.7% | +5.6% | -58.3% | -42.0% |
| 6M | +194.8% | +13.1% | +181.7% | +161.3% |
| All | +194.8% | +14.6% | +180.2% | +161.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling