+368.8%
SNXX vs GLW
+63.9%
+304.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.0% | -9.1% | -10.1% |
| 7D | -12.0% | +7.8% | -19.9% | -22.3% |
| 30D | +37.9% | -0.4% | +38.4% | +39.4% |
| 3M | -52.7% | -5.6% | -47.1% | -36.0% |
| 6M | +194.8% | +26.7% | +168.1% | +183.1% |
| All | +368.8% | +63.9% | +304.9% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 5y: compounded portfolio wealth divided by compounded GLW 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…
5y analysis · Full analysis span regression · 6 months rolling