+404.4%
SNXX vs PFE
+10.2%
+394.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -9.0% |
| 7D | +16.8% | -4.0% | +20.8% | +7.2% |
| 30D | +65.3% | +3.9% | +61.4% | +80.4% |
| 3M | -34.8% | +9.9% | -44.7% | -5.4% |
| 6M | +255.1% | +5.3% | +249.9% | +406.5% |
| All | +404.4% | +10.2% | +394.1% | +717.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 3y: compounded portfolio wealth divided by compounded PFE 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…
3y analysis · Full analysis span regression · 6 months rolling