+448.0%
SNXX vs M
+7.4%
+440.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +7.0% | +7.9% |
| 7D | +27.3% | -4.1% | +31.4% | +34.0% |
| 30D | +89.3% | -13.6% | +102.9% | +123.5% |
| 3M | -29.6% | -2.3% | -27.3% | -32.6% |
| 6M | +324.4% | +21.9% | +302.5% | +185.0% |
| All | +448.0% | +7.4% | +440.5% | +343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling