+194.8%
SNXX vs ITW
-0.2%
+195.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -7.0% |
| 7D | -12.0% | -0.7% | -11.3% | -12.0% |
| 30D | +37.9% | -8.3% | +46.3% | +38.8% |
| 3M | -52.7% | +6.0% | -58.7% | -64.0% |
| 6M | +194.8% | 0.0% | +194.8% | +170.8% |
| All | +194.8% | -0.2% | +195.0% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 6mo: compounded portfolio wealth divided by compounded ITW 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…
6mo analysis · Full analysis span regression · 6 months rolling