+66.7%
SNXX vs LEN
-14.5%
+81.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +7.1% | -22.8% | -15.9% |
| 7D | -47.8% | +10.5% | -58.3% | -48.7% |
| 30D | -66.0% | +24.6% | -90.7% | -68.5% |
| 3M | -57.5% | +6.6% | -64.1% | -57.1% |
| 6M | -66.7% | +10.6% | -77.4% | -66.4% |
| All | +66.7% | -14.5% | +81.2% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling