+448.0%
SNXX vs PL
-34.0%
+481.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +4.4% |
| 7D | +27.3% | -13.9% | +41.2% | +36.5% |
| 30D | +89.3% | -25.5% | +114.7% | +119.8% |
| 3M | -29.6% | -44.8% | +15.2% | -7.4% |
| 6M | +324.4% | -33.3% | +357.7% | +509.3% |
| All | +448.0% | -34.0% | +481.9% | +694.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling