+448.0%
SNXX vs HWM
+7.5%
+440.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.2% |
| 7D | +27.3% | -8.0% | +35.4% | +37.3% |
| 30D | +89.3% | -18.0% | +107.3% | +137.3% |
| 3M | -29.6% | -9.5% | -20.1% | -19.7% |
| 6M | +324.4% | -8.4% | +332.8% | +357.9% |
| All | +448.0% | +7.5% | +440.4% | +396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling