+368.8%
SNXX vs MTUM
+18.8%
+349.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.3% | -14.1% |
| 7D | -12.0% | +0.7% | -12.8% | -16.2% |
| 30D | +37.9% | -2.4% | +40.4% | +64.6% |
| 3M | -52.7% | -3.6% | -49.0% | -3.2% |
| 6M | +194.8% | +23.7% | +171.1% | +123.9% |
| All | +368.8% | +18.8% | +349.9% | +320.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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