+432.9%
SNXX vs MXL
+237.5%
+195.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +5.5% | +17.8% | +19.4% |
| 7D | +34.9% | +1.6% | +33.3% | +33.7% |
| 30D | +52.5% | -7.0% | +59.5% | +60.8% |
| 3M | -41.3% | -33.4% | -7.9% | -10.5% |
| 6M | +293.8% | +260.2% | +33.6% | +145.6% |
| All | +432.9% | +237.5% | +195.4% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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