+404.4%
SNXX vs O
+2.1%
+402.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -11.3% |
| 7D | +16.8% | -3.5% | +20.3% | +2.3% |
| 30D | +65.3% | -3.3% | +68.6% | +45.9% |
| 3M | -34.8% | -2.8% | -31.9% | -35.0% |
| 6M | +255.1% | -5.8% | +260.9% | +238.3% |
| All | +404.4% | +2.1% | +402.3% | +651.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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