+312.8%
SNXX vs RF
+16.8%
+296.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.4% | +23.4% |
| 7D | +34.9% | +1.3% | +33.6% | +34.8% |
| 30D | +52.5% | -3.6% | +56.2% | +53.0% |
| 3M | -41.3% | +8.1% | -49.4% | -42.1% |
| All | +312.8% | +16.8% | +296.0% | +251.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling