+368.8%
SNXX vs MTB
+13.7%
+355.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -7.1% |
| 7D | -12.0% | 0.0% | -12.0% | -12.0% |
| 30D | +37.9% | -4.8% | +42.7% | +38.6% |
| 3M | -52.7% | +6.0% | -58.6% | -54.7% |
| 6M | +194.8% | +19.6% | +175.2% | +161.2% |
| All | +368.8% | +13.7% | +355.1% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling