+432.9%
SNXX vs PENG
+159.2%
+273.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +6.4% | +16.9% | +14.9% |
| 7D | +34.9% | +4.5% | +30.3% | +28.4% |
| 30D | +52.5% | -7.1% | +59.7% | +69.6% |
| 3M | -41.3% | -27.3% | -14.1% | +2.2% |
| 6M | +293.8% | +169.6% | +124.2% | +65.6% |
| All | +432.9% | +159.2% | +273.7% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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