+432.9%
SNXX vs HWM
+19.9%
+413.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.5% | +23.9% | +24.0% |
| 7D | +34.9% | -2.1% | +37.0% | +35.7% |
| 30D | +52.5% | -11.0% | +63.5% | +79.3% |
| 3M | -41.3% | +4.0% | -45.4% | -42.5% |
| 6M | +293.8% | -0.2% | +294.0% | +301.3% |
| All | +432.9% | +19.9% | +413.1% | +332.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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