+404.4%
SNXX vs PBF
+139.4%
+265.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.7% | -8.7% | -8.0% |
| 7D | +16.8% | +2.3% | +14.5% | +16.6% |
| 30D | +65.3% | +11.6% | +53.7% | +64.8% |
| 3M | -34.8% | +81.7% | -116.5% | -20.1% |
| 6M | +255.1% | +96.4% | +158.7% | +346.6% |
| All | +404.4% | +139.4% | +265.0% | +570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling