+66.7%
SNXX vs IEF
-2.0%
+68.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.3% | -16.4% |
| 7D | -47.8% | +0.9% | -48.7% | -48.8% |
| 30D | -66.0% | +3.1% | -69.1% | -69.9% |
| 3M | -57.5% | -1.4% | -56.1% | -53.5% |
| 6M | -66.7% | -1.6% | -65.2% | -62.5% |
| All | +66.7% | -2.0% | +68.7% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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