+368.8%
SNXX vs HL
-33.7%
+402.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.9% | -5.9% |
| 7D | -12.0% | -4.4% | -7.7% | -8.1% |
| 30D | +37.9% | +9.3% | +28.6% | +22.0% |
| 3M | -52.7% | +32.0% | -84.6% | -63.5% |
| 6M | +194.8% | -6.4% | +201.2% | +174.6% |
| All | +368.8% | -33.7% | +402.5% | +350.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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