+432.9%
SNXX vs IOT
+24.6%
+408.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.7% | +19.6% | +27.2% |
| 7D | +34.9% | -2.3% | +37.2% | +30.2% |
| 30D | +52.5% | +3.8% | +48.8% | +58.8% |
| 3M | -41.3% | +14.2% | -55.5% | -18.3% |
| 6M | +293.8% | +40.1% | +253.6% | +573.8% |
| All | +432.9% | +24.6% | +408.3% | +777.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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