+433.2%
SNXX vs RBA
-29.5%
+462.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | -0.5% |
| 7D | +26.7% | -1.1% | +27.7% | +26.3% |
| 30D | +90.7% | -13.2% | +103.9% | +87.1% |
| 3M | -30.9% | -21.4% | -9.5% | -32.1% |
| 6M | +409.9% | -20.9% | +430.8% | +392.5% |
| All | +433.2% | -29.5% | +462.8% | +352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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