+368.8%
SNXX vs PENG
+156.2%
+212.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +5.2% | -12.3% | -13.9% |
| 7D | -12.0% | -1.2% | -10.9% | -11.4% |
| 30D | +37.9% | -12.9% | +50.8% | +67.7% |
| 3M | -52.7% | -20.5% | -32.2% | -25.6% |
| 6M | +194.8% | +176.8% | +17.9% | +19.9% |
| All | +368.8% | +156.2% | +212.6% | +105.4% |
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