+433.2%
SNXX vs PEP
-2.1%
+435.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +1.7% |
| 7D | +26.7% | +0.1% | +26.6% | +27.4% |
| 30D | +90.7% | +0.7% | +90.0% | +96.6% |
| 3M | -30.9% | -0.5% | -30.3% | -18.9% |
| 6M | +409.9% | -11.3% | +421.3% | +531.9% |
| All | +433.2% | -2.1% | +435.3% | +505.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling