+9.9%
SNXX vs GS
+0.6%
+9.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.3% | -11.9% | -12.4% |
| 7D | +8.5% | +5.9% | +2.6% | -4.2% |
| 30D | -66.5% | +4.3% | -70.8% | -65.9% |
| 3M | -74.6% | -11.7% | -62.9% | -63.0% |
| 6M | -82.8% | -3.2% | -79.6% | -74.8% |
| All | +9.9% | +0.6% | +9.3% | +42.1% |
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