+368.8%
SNXX vs PG
-0.4%
+369.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.7% | -3.6% |
| 7D | -12.0% | -0.8% | -11.2% | -13.2% |
| 30D | +37.9% | +0.8% | +37.1% | +41.9% |
| 3M | -52.7% | -1.3% | -51.3% | -50.2% |
| 6M | +194.8% | -3.8% | +198.6% | +243.1% |
| All | +368.8% | -0.4% | +369.2% | +458.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 10y: compounded portfolio wealth divided by compounded PG 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…
10y analysis · Full analysis span regression · 6 months rolling