+324.4%
SNXX vs PM
+11.5%
+313.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.2% | +4.2% |
| 7D | +27.3% | -1.2% | +28.5% | +24.5% |
| 30D | +89.3% | -0.2% | +89.4% | +93.7% |
| 3M | -29.6% | +4.9% | -34.5% | -10.8% |
| 6M | +324.4% | +9.0% | +315.4% | +374.2% |
| All | +324.4% | +11.5% | +313.0% | +374.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling