-81.7%
SNXX vs GS
+0.3%
-82.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | +1.8% | +25.3% | +22.1% |
| 7D | -19.2% | -0.1% | -19.1% | -10.7% |
| 30D | -63.6% | +3.7% | -67.3% | -62.5% |
| 3M | -55.9% | -10.0% | -45.9% | -36.2% |
| 6M | -81.7% | -1.0% | -80.7% | -71.2% |
| All | -81.7% | +0.3% | -82.0% | -71.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling