+448.0%
SNXX vs PPL
-3.8%
+451.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +0.5% |
| 7D | +27.3% | 0.0% | +27.3% | +27.4% |
| 30D | +89.3% | -1.3% | +90.5% | +86.6% |
| 3M | -29.6% | -2.6% | -27.0% | -28.5% |
| 6M | +324.4% | -8.4% | +332.8% | +328.7% |
| All | +448.0% | -3.8% | +451.8% | +494.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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