+368.8%
SNXX vs MULL
+217.0%
+151.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.9% | -5.8% |
| 7D | -12.0% | -8.4% | -3.6% | -4.0% |
| 30D | +37.9% | +9.7% | +28.3% | +30.1% |
| 3M | -52.7% | -26.8% | -25.9% | -20.9% |
| 6M | +194.8% | +220.7% | -25.9% | -4.7% |
| All | +368.8% | +217.0% | +151.7% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling