+404.4%
SNXX vs GS
+12.0%
+392.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -6.0% |
| 7D | +16.8% | -1.7% | +18.5% | +21.6% |
| 30D | +65.3% | -0.9% | +66.2% | +68.6% |
| 3M | -34.8% | +2.3% | -37.1% | -27.6% |
| 6M | +255.1% | +23.4% | +231.7% | +194.9% |
| All | +404.4% | +12.0% | +392.4% | +363.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling