-55.9%
SNXX vs GS
-10.1%
-45.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | +1.8% | +25.3% | +22.2% |
| 7D | -19.2% | -0.1% | -19.1% | -11.4% |
| 30D | -63.6% | +3.7% | -67.3% | -60.6% |
| 3M | -55.9% | -10.0% | -45.9% | -41.2% |
| All | -55.9% | -10.1% | -45.8% | -41.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling