+368.8%
SNXX vs PBF
+143.2%
+225.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.6% | -7.1% |
| 7D | -12.0% | +5.3% | -17.4% | -12.3% |
| 30D | +37.9% | +11.7% | +26.2% | +37.4% |
| 3M | -52.7% | +91.1% | -143.7% | -41.3% |
| 6M | +194.8% | +88.4% | +106.4% | +267.4% |
| All | +368.8% | +143.2% | +225.6% | +522.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling