+433.2%
SNXX vs IRE
-71.2%
+504.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.2% | -10.2% | -5.4% |
| 7D | +26.7% | +58.9% | -32.2% | -1.5% |
| 30D | +90.7% | +17.2% | +73.5% | +67.4% |
| 3M | -30.9% | -58.6% | +27.8% | -4.5% |
| 6M | +409.9% | -23.5% | +433.4% | +367.7% |
| All | +433.2% | -71.2% | +504.5% | +576.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling