+432.9%
SNXX vs PBF
+130.9%
+302.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.3% | +24.7% | +23.4% |
| 7D | +34.9% | +4.3% | +30.6% | +34.5% |
| 30D | +52.5% | +22.0% | +30.6% | +53.1% |
| 3M | -41.3% | +74.5% | -115.8% | -28.1% |
| 6M | +293.8% | +67.7% | +226.1% | +393.6% |
| All | +432.9% | +130.9% | +302.0% | +609.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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