+432.9%
SNXX vs GS
+14.0%
+418.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.1% | +23.3% | +23.2% |
| 7D | +34.9% | +0.9% | +33.9% | +31.6% |
| 30D | +52.5% | -1.6% | +54.1% | +58.8% |
| 3M | -41.3% | -4.5% | -36.9% | -28.4% |
| 6M | +293.8% | +20.9% | +272.9% | +228.0% |
| All | +432.9% | +14.0% | +418.9% | +369.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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