+432.9%
SNXX vs MULL
+246.2%
+186.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +11.8% | +11.6% | +11.2% |
| 7D | +34.9% | +17.3% | +17.6% | +15.9% |
| 30D | +52.5% | +23.5% | +29.0% | +28.2% |
| 3M | -41.3% | -24.0% | -17.3% | -7.3% |
| 6M | +293.8% | +276.7% | +17.0% | +8.4% |
| All | +432.9% | +246.2% | +186.7% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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