+432.9%
SNXX vs GFS
-1.8%
+434.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.5% | +21.9% | +20.6% |
| 7D | +34.9% | +1.0% | +33.9% | +33.1% |
| 30D | +52.5% | -8.6% | +61.1% | +72.9% |
| 3M | -41.3% | -46.5% | +5.2% | +117.3% |
| 6M | +293.8% | -4.8% | +298.6% | +735.2% |
| All | +432.9% | -1.8% | +434.8% | +1,036.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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