+66.7%
SNXX vs MAR
+35.3%
+31.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.0% | -17.8% | -14.6% |
| 7D | -47.8% | +7.7% | -55.5% | -45.5% |
| 30D | -66.0% | +19.4% | -85.4% | -62.7% |
| 3M | -57.5% | +23.3% | -80.8% | -52.6% |
| 6M | -66.7% | +22.8% | -89.6% | -64.4% |
| All | +66.7% | +35.3% | +31.4% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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