+9.9%
SNXX vs PPL
+0.1%
+9.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.3% | -12.9% | -8.9% |
| 7D | +8.5% | -0.4% | +8.8% | +8.5% |
| 30D | -66.5% | +2.6% | -69.2% | -63.5% |
| 3M | -74.6% | +0.8% | -75.4% | -73.1% |
| 6M | -82.8% | +1.4% | -84.2% | -80.5% |
| All | +9.9% | +0.1% | +9.8% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling