+194.8%
SNXX vs PBF
+93.0%
+101.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.6% | -7.2% |
| 7D | -12.0% | +5.3% | -17.4% | -12.5% |
| 30D | +37.9% | +11.7% | +26.2% | +36.5% |
| 3M | -52.7% | +91.1% | -143.7% | -37.8% |
| 6M | +194.8% | +88.4% | +106.4% | +321.5% |
| All | +194.8% | +93.0% | +101.8% | +321.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling