+368.8%
SNXX vs MXL
+301.1%
+67.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +7.5% | -14.6% | -12.4% |
| 7D | -12.0% | +18.9% | -30.9% | -23.0% |
| 30D | +37.9% | +0.3% | +37.6% | +38.5% |
| 3M | -52.7% | -8.0% | -44.6% | -40.3% |
| 6M | +194.8% | +341.2% | -146.5% | +62.3% |
| All | +368.8% | +301.1% | +67.6% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling