+432.9%
SNXX vs PPG
+1.8%
+431.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.6% | +21.8% | +21.7% |
| 7D | +34.9% | -1.5% | +36.4% | +37.0% |
| 30D | +52.5% | -5.0% | +57.5% | +60.4% |
| 3M | -41.3% | +1.1% | -42.5% | -42.9% |
| 6M | +293.8% | -3.2% | +296.9% | +294.7% |
| All | +432.9% | +1.8% | +431.1% | +473.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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