+404.4%
SNXX vs HWM
+5.4%
+399.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.0% | -5.9% | -5.6% |
| 7D | +16.8% | -12.5% | +29.3% | +34.2% |
| 30D | +65.3% | -19.0% | +84.3% | +109.8% |
| 3M | -34.8% | -8.6% | -26.2% | -26.2% |
| 6M | +255.1% | -10.2% | +265.3% | +292.2% |
| All | +404.4% | +5.4% | +399.0% | +368.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling