+404.4%
SNXX vs ROP
+6.0%
+398.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -9.2% |
| 7D | +16.8% | -8.0% | +24.8% | -5.4% |
| 30D | +65.3% | -2.7% | +68.0% | +58.2% |
| 3M | -34.8% | +16.6% | -51.4% | +6.2% |
| 6M | +255.1% | +10.4% | +244.8% | +441.0% |
| All | +404.4% | +6.0% | +398.4% | +644.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 all: compounded portfolio wealth divided by compounded ROP 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…
all analysis · Full analysis span regression · 6 months rolling