+66.7%
SNXX vs PM
+22.1%
+44.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.3% | -12.4% |
| 7D | -47.8% | +4.3% | -52.1% | -42.3% |
| 30D | -66.0% | +11.5% | -77.5% | -55.7% |
| 3M | -57.5% | +13.0% | -70.5% | -40.9% |
| 6M | -66.7% | +25.9% | -92.6% | -49.5% |
| All | +66.7% | +22.1% | +44.6% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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