+368.8%
SNXX vs REPL
+70.9%
+297.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.4% | -4.6% | -7.1% |
| 7D | -12.0% | -14.1% | +2.1% | -12.1% |
| 30D | +37.9% | -15.2% | +53.2% | +37.9% |
| 3M | -52.7% | +49.9% | -102.5% | -50.7% |
| 6M | +194.8% | +63.5% | +131.2% | +236.5% |
| All | +368.8% | +70.9% | +297.9% | +435.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling