+368.8%
SNXX vs IEF
-2.7%
+371.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -6.2% |
| 7D | -12.0% | -1.3% | -10.7% | -6.1% |
| 30D | +37.9% | -1.7% | +39.7% | +48.9% |
| 3M | -52.7% | -2.5% | -50.1% | -47.1% |
| 6M | +194.8% | -3.3% | +198.0% | +253.7% |
| All | +368.8% | -2.7% | +371.5% | +610.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling