+432.9%
SNXX vs MTB
+13.7%
+419.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +23.4% |
| 7D | +34.9% | +1.7% | +33.2% | +34.8% |
| 30D | +52.5% | -4.2% | +56.7% | +53.2% |
| 3M | -41.3% | +8.9% | -50.2% | -45.0% |
| 6M | +293.8% | +10.9% | +282.9% | +268.9% |
| All | +432.9% | +13.7% | +419.2% | +407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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