+368.8%
SNXX vs PEG
-5.8%
+374.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -6.9% | -7.1% |
| 7D | -12.0% | -0.9% | -11.2% | -12.3% |
| 30D | +37.9% | -3.7% | +41.7% | +36.7% |
| 3M | -52.7% | -7.3% | -45.4% | -54.0% |
| 6M | +194.8% | -10.5% | +205.3% | +209.4% |
| All | +368.8% | -5.8% | +374.6% | +403.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling