+66.7%
SNXX vs GM
+11.3%
+55.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.6% | -20.4% | -16.2% |
| 7D | -47.8% | +12.1% | -59.9% | -49.4% |
| 30D | -66.0% | +15.2% | -81.2% | -67.5% |
| 3M | -57.5% | +4.9% | -62.4% | -57.9% |
| 6M | -66.7% | +22.6% | -89.3% | -71.9% |
| All | +66.7% | +11.3% | +55.4% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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