+448.0%
SNXX vs MA
+7.9%
+440.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +1.5% |
| 7D | +27.3% | -3.5% | +30.8% | +18.6% |
| 30D | +89.3% | +0.8% | +88.5% | +95.5% |
| 3M | -29.6% | +14.8% | -44.3% | +3.7% |
| 6M | +324.4% | +10.0% | +314.4% | +530.2% |
| All | +448.0% | +7.9% | +440.0% | +711.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling