+368.8%
SNXX vs IP
-17.0%
+385.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.1% |
| 7D | -12.0% | -7.7% | -4.3% | -9.9% |
| 30D | +37.9% | -15.5% | +53.5% | +44.8% |
| 3M | -52.7% | -0.6% | -52.1% | -52.9% |
| 6M | +194.8% | -8.8% | +203.6% | +192.4% |
| All | +368.8% | -17.0% | +385.7% | +376.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling