+368.8%
SNXX vs GFS
+1.9%
+366.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.2% | -9.2% | -11.0% |
| 7D | -12.0% | +3.8% | -15.9% | -18.2% |
| 30D | +37.9% | -11.7% | +49.7% | +74.3% |
| 3M | -52.7% | -41.8% | -10.9% | +50.8% |
| 6M | +194.8% | +6.6% | +188.1% | +462.2% |
| All | +368.8% | +1.9% | +366.8% | +829.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling