+404.4%
SNXX vs MA
+7.5%
+396.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.4% | -7.6% | -8.7% |
| 7D | +16.8% | -3.5% | +20.2% | +8.8% |
| 30D | +65.3% | +0.7% | +64.6% | +70.3% |
| 3M | -34.8% | +15.8% | -50.6% | -3.9% |
| 6M | +255.1% | +10.2% | +244.9% | +423.5% |
| All | +404.4% | +7.5% | +396.9% | +640.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling