+368.8%
SNXX vs LEN
-26.7%
+395.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.2% | -9.2% | -8.3% |
| 7D | -12.0% | -4.8% | -7.3% | -9.5% |
| 30D | +37.9% | -6.6% | +44.5% | +43.1% |
| 3M | -52.7% | -15.7% | -37.0% | -46.4% |
| 6M | +194.8% | -16.6% | +211.4% | +215.8% |
| All | +368.8% | -26.7% | +395.5% | +383.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling