+66.7%
SNXX vs IR
-2.9%
+69.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.4% | -15.3% | -15.3% |
| 7D | -47.8% | +11.6% | -59.4% | -54.0% |
| 30D | -66.0% | +7.2% | -73.2% | -68.4% |
| 3M | -57.5% | -5.9% | -51.6% | -54.1% |
| 6M | -66.7% | +11.5% | -78.2% | -70.6% |
| All | +66.7% | -2.9% | +69.6% | +87.9% |
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