+432.9%
SNXX vs NYT
-7.6%
+440.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.3% | +23.1% | +23.7% |
| 7D | +34.9% | -1.3% | +36.2% | +33.3% |
| 30D | +52.5% | +2.7% | +49.8% | +56.4% |
| 3M | -41.3% | -10.3% | -31.0% | -39.3% |
| 6M | +293.8% | -16.6% | +310.3% | +319.9% |
| All | +432.9% | -7.6% | +440.5% | +394.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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