+66.7%
SNXX vs OWL
-21.9%
+88.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.1% | -18.8% | -16.7% |
| 7D | -47.8% | +10.1% | -57.9% | -49.8% |
| 30D | -66.0% | +18.7% | -84.7% | -68.4% |
| 3M | -57.5% | -6.2% | -51.3% | -56.5% |
| 6M | -66.7% | +9.8% | -76.5% | -67.5% |
| All | +66.7% | -21.9% | +88.6% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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