+368.8%
SNXX vs RUN
-56.8%
+425.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.2% | -6.6% |
| 7D | -12.0% | -3.7% | -8.3% | -10.1% |
| 30D | +37.9% | -13.0% | +50.9% | +49.8% |
| 3M | -52.7% | -31.8% | -20.9% | -39.2% |
| 6M | +194.8% | -32.2% | +227.0% | +289.4% |
| All | +368.8% | -56.8% | +425.6% | +487.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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