+66.7%
SNXX vs HD
-5.7%
+72.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +6.5% | -22.3% | -12.0% |
| 7D | -47.8% | +11.9% | -59.7% | -44.4% |
| 30D | -66.0% | +26.4% | -92.4% | -63.4% |
| 3M | -57.5% | +2.8% | -60.3% | -54.6% |
| 6M | -66.7% | +15.5% | -82.2% | -66.4% |
| All | +66.7% | -5.7% | +72.4% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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