+66.7%
SNXX vs RF
+7.5%
+59.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.5% | -17.3% | -15.7% |
| 7D | -47.8% | +2.3% | -50.0% | -47.7% |
| 30D | -66.0% | +7.2% | -73.3% | -66.2% |
| 3M | -57.5% | -8.2% | -49.3% | -55.9% |
| 6M | -66.7% | +7.0% | -73.8% | -68.3% |
| All | +66.7% | +7.5% | +59.2% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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