+368.8%
SNXX vs MA
+8.2%
+360.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.7% | -5.6% |
| 7D | -12.0% | -1.7% | -10.3% | -15.2% |
| 30D | +37.9% | +1.7% | +36.3% | +45.1% |
| 3M | -52.7% | +17.2% | -69.9% | -29.0% |
| 6M | +194.8% | +13.3% | +181.5% | +344.9% |
| All | +368.8% | +8.2% | +360.5% | +598.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling