+368.8%
SNXX vs NYT
-8.1%
+376.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.5% | -6.6% |
| 7D | -12.0% | -0.6% | -11.4% | -12.5% |
| 30D | +37.9% | +4.6% | +33.4% | +44.7% |
| 3M | -52.7% | -9.6% | -43.1% | -51.1% |
| 6M | +194.8% | -14.0% | +208.8% | +200.9% |
| All | +368.8% | -8.1% | +376.9% | +332.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling