-52.7%
SNXX vs KEYS
+2.3%
-55.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +4.0% | -11.0% | -23.3% |
| 7D | -12.0% | +3.5% | -15.5% | -26.2% |
| 30D | +37.9% | -4.5% | +42.4% | +65.0% |
| 3M | -52.7% | -0.4% | -52.3% | -39.1% |
| All | -52.7% | +2.3% | -55.0% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 3mo: compounded portfolio wealth divided by compounded KEYS 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…
3mo analysis · Full analysis span regression · Available span rolling