+255.1%
SNXX vs MA
+9.7%
+245.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.4% | -7.6% | -9.0% |
| 7D | +16.8% | -3.5% | +20.2% | +6.4% |
| 30D | +65.3% | +0.7% | +64.6% | +71.7% |
| 3M | -34.8% | +15.8% | -50.6% | +10.9% |
| 6M | +255.1% | +10.2% | +244.9% | +499.8% |
| All | +255.1% | +9.7% | +245.4% | +499.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling