+432.9%
SNXX vs MA
+10.1%
+422.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.1% | +24.5% | +21.0% |
| 7D | +34.9% | -2.7% | +37.6% | +27.8% |
| 30D | +52.5% | +1.5% | +51.0% | +60.3% |
| 3M | -41.3% | +20.4% | -61.8% | -7.6% |
| 6M | +293.8% | +11.1% | +282.6% | +509.7% |
| All | +432.9% | +10.1% | +422.8% | +724.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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