+433.2%
SNXX vs IP
-11.8%
+445.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.7% |
| 7D | +26.7% | +0.1% | +26.6% | +26.8% |
| 30D | +90.7% | -11.2% | +101.9% | +97.2% |
| 3M | -30.9% | +12.3% | -43.2% | -34.4% |
| 6M | +409.9% | -5.2% | +415.2% | +394.2% |
| All | +433.2% | -11.8% | +445.0% | +432.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling