+448.0%
SNXX vs IR
-15.2%
+463.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +5.2% |
| 7D | +27.3% | -1.9% | +29.2% | +30.4% |
| 30D | +89.3% | -15.0% | +104.3% | +127.9% |
| 3M | -29.6% | -0.4% | -29.1% | -29.0% |
| 6M | +324.4% | -15.0% | +339.5% | +409.4% |
| All | +448.0% | -15.2% | +463.1% | +618.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling