+404.4%
SNXX vs IRM
+22.2%
+382.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.0% | -5.9% | -3.5% |
| 7D | +16.8% | -1.8% | +18.6% | +22.5% |
| 30D | +65.3% | -7.8% | +73.0% | +103.1% |
| 3M | -34.8% | -7.9% | -26.9% | -14.0% |
| 6M | +255.1% | +6.3% | +248.8% | +312.6% |
| All | +404.4% | +22.2% | +382.2% | +557.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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