+432.9%
SNXX vs IR
-12.0%
+444.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.3% | +22.1% | +21.9% |
| 7D | +34.9% | -2.8% | +37.7% | +39.4% |
| 30D | +52.5% | -15.1% | +67.7% | +85.2% |
| 3M | -41.3% | +6.1% | -47.4% | -44.8% |
| 6M | +293.8% | -16.8% | +310.6% | +363.4% |
| All | +432.9% | -12.0% | +444.9% | +569.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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