+368.8%
SNXX vs M
+10.3%
+358.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +7.7% | -14.8% | -15.7% |
| 7D | -12.0% | -4.2% | -7.8% | -8.0% |
| 30D | +37.9% | -7.2% | +45.1% | +48.9% |
| 3M | -52.7% | -11.1% | -41.5% | -47.3% |
| 6M | +194.8% | +28.8% | +166.0% | +84.2% |
| All | +368.8% | +10.3% | +358.5% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling