+66.7%
SNXX vs OKE
+20.4%
+46.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -3.6% | -12.1% | -20.8% |
| 7D | -47.8% | -5.2% | -42.5% | -52.0% |
| 30D | -66.0% | +1.1% | -67.2% | -64.8% |
| 3M | -57.5% | +2.2% | -59.7% | -55.0% |
| 6M | -66.7% | 0.0% | -66.8% | -62.7% |
| All | +66.7% | +20.4% | +46.3% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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