+368.8%
SNXX vs OMC
+0.7%
+368.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -7.7% |
| 7D | -12.0% | -4.4% | -7.7% | -16.6% |
| 30D | +37.9% | -7.6% | +45.5% | +26.6% |
| 3M | -52.7% | +4.5% | -57.2% | -46.2% |
| 6M | +194.8% | -0.3% | +195.0% | +226.4% |
| All | +368.8% | +0.7% | +368.0% | +445.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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