+66.7%
SNXX vs PSA
+27.0%
+39.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.8% | -18.6% | -10.1% |
| 7D | -47.8% | +10.5% | -58.3% | -34.7% |
| 30D | -66.0% | +21.7% | -87.7% | -49.4% |
| 3M | -57.5% | +6.1% | -63.5% | -48.7% |
| 6M | -66.7% | +18.3% | -85.1% | -57.2% |
| All | +66.7% | +27.0% | +39.7% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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