+368.8%
SNXX vs MAR
+6.6%
+362.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.8% | -6.4% |
| 7D | -12.0% | -0.5% | -11.5% | -12.2% |
| 30D | +37.9% | -5.4% | +43.4% | +35.1% |
| 3M | -52.7% | -15.5% | -37.2% | -52.9% |
| 6M | +194.8% | +3.0% | +191.8% | +164.1% |
| All | +368.8% | +6.6% | +362.2% | +408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling