+368.8%
SNXX vs IR
-15.9%
+384.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.8% | -6.8% |
| 7D | -12.0% | -4.5% | -7.5% | -7.2% |
| 30D | +37.9% | -13.9% | +51.9% | +63.9% |
| 3M | -52.7% | -0.3% | -52.3% | -52.2% |
| 6M | +194.8% | -14.3% | +209.1% | +255.7% |
| All | +368.8% | -15.9% | +384.7% | +521.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling