+368.8%
SNXX vs HD
-18.1%
+386.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.1% | -7.0% |
| 7D | -12.0% | -3.8% | -8.2% | -12.3% |
| 30D | +37.9% | -9.4% | +47.4% | +36.4% |
| 3M | -52.7% | -4.6% | -48.1% | -54.2% |
| 6M | +194.8% | -10.1% | +204.9% | +195.5% |
| All | +368.8% | -18.1% | +386.8% | +370.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling