+432.9%
SNXX vs PL
-30.5%
+463.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.3% | +24.6% | +24.0% |
| 7D | +34.9% | -9.3% | +44.2% | +41.1% |
| 30D | +52.5% | -18.9% | +71.5% | +69.2% |
| 3M | -41.3% | -58.4% | +17.0% | -18.2% |
| 6M | +293.8% | -30.3% | +324.1% | +453.7% |
| All | +432.9% | -30.5% | +463.4% | +653.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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