+448.0%
SNXX vs IRE
-73.2%
+521.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.8% | +9.6% | +6.4% |
| 7D | +27.3% | +29.0% | -1.7% | +10.9% |
| 30D | +89.3% | +24.2% | +65.1% | +61.9% |
| 3M | -29.6% | -53.2% | +23.6% | -6.1% |
| 6M | +324.4% | -36.0% | +360.5% | +319.3% |
| All | +448.0% | -73.2% | +521.2% | +619.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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