+404.4%
SNXX vs PL
-36.0%
+440.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.1% | -4.9% | -6.4% |
| 7D | +16.8% | -9.0% | +25.8% | +22.3% |
| 30D | +65.3% | -29.6% | +94.9% | +97.5% |
| 3M | -34.8% | -45.7% | +10.9% | -13.1% |
| 6M | +255.1% | -34.3% | +289.4% | +417.3% |
| All | +404.4% | -36.0% | +440.4% | +643.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling