+404.4%
SNXX vs LEN
-28.3%
+432.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.5% | -4.4% | -5.8% |
| 7D | +16.8% | -7.8% | +24.5% | +22.4% |
| 30D | +65.3% | -11.0% | +76.3% | +76.4% |
| 3M | -34.8% | -12.8% | -22.0% | -28.4% |
| 6M | +255.1% | -20.2% | +275.3% | +280.6% |
| All | +404.4% | -28.3% | +432.6% | +427.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling