+448.0%
SNXX vs MOD
+24.3%
+423.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +8.4% |
| 7D | +27.3% | +3.6% | +23.7% | +20.3% |
| 30D | +89.3% | -2.6% | +91.9% | +104.9% |
| 3M | -29.6% | -33.1% | +3.6% | +67.1% |
| 6M | +324.4% | -7.5% | +331.9% | +636.0% |
| All | +448.0% | +24.3% | +423.6% | +780.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling