+66.7%
SNXX vs REPL
+173.7%
-107.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -15.9% | -15.8% |
| 7D | -47.8% | +28.8% | -76.6% | -48.1% |
| 30D | -66.0% | +57.3% | -123.4% | -66.4% |
| 3M | -57.5% | +73.6% | -131.1% | -57.9% |
| 6M | -66.7% | +582.8% | -649.6% | -62.5% |
| All | +66.7% | +173.7% | -107.0% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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