+24.3%
SNXX vs IP
-18.0%
+42.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.1% | -5.6% | -6.9% |
| 7D | +31.1% | -0.9% | +31.9% | +31.6% |
| 30D | -66.1% | +6.7% | -72.7% | -66.6% |
| 3M | -63.4% | -16.6% | -46.9% | -61.2% |
| 6M | -80.6% | +6.0% | -86.6% | -81.1% |
| All | +24.3% | -18.0% | +42.3% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling