+66.7%
SNXX vs PBF
+125.6%
-58.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -6.7% | -9.1% | -15.0% |
| 7D | -47.8% | -0.9% | -46.9% | -47.6% |
| 30D | -66.0% | -13.7% | -52.3% | -65.4% |
| 3M | -57.5% | +10.6% | -68.1% | -57.0% |
| 6M | -66.7% | +61.2% | -127.9% | -59.1% |
| All | +66.7% | +125.6% | -58.9% | +124.2% |
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