+368.8%
SNXX vs PTC
-20.9%
+389.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.7% | -4.3% |
| 7D | -12.0% | -7.3% | -4.8% | -22.6% |
| 30D | +37.9% | -11.6% | +49.6% | +13.7% |
| 3M | -52.7% | +10.5% | -63.1% | -29.4% |
| 6M | +194.8% | -17.8% | +212.6% | +190.5% |
| All | +368.8% | -20.9% | +389.7% | +357.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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