+448.0%
SNXX vs GS
+13.0%
+435.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +4.4% |
| 7D | +27.3% | +2.4% | +24.9% | +20.1% |
| 30D | +89.3% | -0.1% | +89.4% | +89.0% |
| 3M | -29.6% | +0.2% | -29.7% | -20.2% |
| 6M | +324.4% | +24.8% | +299.6% | +244.1% |
| All | +448.0% | +13.0% | +435.0% | +393.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling