+321.5%
SNXX vs OKE
+30.3%
+291.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.4% | -10.4% | -9.5% |
| 7D | -20.9% | +1.6% | -22.5% | -18.7% |
| 30D | -15.2% | +2.1% | -17.3% | -12.4% |
| 3M | -61.6% | +8.3% | -69.9% | -54.0% |
| 6M | +161.5% | +16.3% | +145.2% | +249.4% |
| All | +321.5% | +30.3% | +291.1% | +505.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling