+433.2%
SNXX vs HD
-16.7%
+450.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | -0.1% |
| 7D | +26.7% | -1.2% | +27.9% | +26.6% |
| 30D | +90.7% | -11.1% | +101.8% | +88.5% |
| 3M | -30.9% | +2.0% | -32.9% | -35.0% |
| 6M | +409.9% | -10.5% | +420.4% | +410.8% |
| All | +433.2% | -16.7% | +450.0% | +435.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling