+34.6%
SNXX vs PR
+53.8%
-19.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | +2.8% | +24.3% | +26.4% |
| 7D | -19.2% | -0.5% | -18.8% | -18.7% |
| 30D | -63.6% | -4.6% | -59.0% | -62.9% |
| 3M | -55.9% | +4.7% | -60.6% | -54.7% |
| 6M | -81.7% | +12.4% | -94.1% | -80.4% |
| All | +34.6% | +53.8% | -19.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 5y: compounded portfolio wealth divided by compounded PR 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…
5y analysis · Full analysis span regression · 6 months rolling