+368.8%
SNXX vs PSA
+8.7%
+360.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -6.0% |
| 7D | -12.0% | -1.8% | -10.2% | -14.4% |
| 30D | +37.9% | -8.4% | +46.3% | +21.0% |
| 3M | -52.7% | -7.8% | -44.8% | -56.2% |
| 6M | +194.8% | +0.8% | +194.0% | +121.2% |
| All | +368.8% | +8.7% | +360.0% | +391.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling