+368.8%
SNXX vs IDXX
-27.6%
+396.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -7.3% |
| 7D | -12.0% | -5.7% | -6.3% | -16.2% |
| 30D | +37.9% | -11.5% | +49.5% | +25.5% |
| 3M | -52.7% | -9.5% | -43.1% | -54.3% |
| 6M | +194.8% | -16.0% | +210.7% | +173.4% |
| All | +368.8% | -27.6% | +396.4% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 10y: compounded portfolio wealth divided by compounded IDXX 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…
10y analysis · Full analysis span regression · 6 months rolling