+324.4%
SNXX vs PEP
-12.3%
+336.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | -3.0% |
| 7D | +27.3% | -1.7% | +29.0% | +18.6% |
| 30D | +89.3% | +0.3% | +89.0% | +94.9% |
| 3M | -29.6% | -3.2% | -26.3% | -15.2% |
| 6M | +324.4% | -13.6% | +338.0% | +356.3% |
| All | +324.4% | -12.3% | +336.7% | +356.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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