+404.4%
SNXX vs REPL
+75.1%
+329.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -8.4% | +0.4% | -8.0% |
| 7D | +16.8% | -13.4% | +30.2% | +16.7% |
| 30D | +65.3% | -3.0% | +68.3% | +65.2% |
| 3M | -34.8% | +56.3% | -91.1% | -32.1% |
| 6M | +255.1% | +60.9% | +194.3% | +309.7% |
| All | +404.4% | +75.1% | +329.2% | +475.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling