+368.8%
SNXX vs ON
+22.8%
+346.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +8.5% | -15.6% | -20.1% |
| 7D | -12.0% | +2.4% | -14.4% | -17.3% |
| 30D | +37.9% | -8.6% | +46.6% | +57.3% |
| 3M | -52.7% | -34.3% | -18.3% | -0.4% |
| 6M | +194.8% | +28.5% | +166.3% | +168.7% |
| All | +368.8% | +22.8% | +346.0% | +361.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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