+66.7%
SNXX vs MOD
-34.1%
+100.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -21.4% | +5.7% | +18.2% |
| 7D | -47.8% | -31.3% | -16.5% | -4.8% |
| 30D | -66.0% | -46.1% | -19.9% | -6.5% |
| 3M | -57.5% | -51.1% | -6.3% | +37.8% |
| 6M | -66.7% | -62.1% | -4.7% | +97.6% |
| All | +66.7% | -34.1% | +100.8% | +631.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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