+432.9%
SNXX vs S
+37.1%
+395.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.4% | +23.0% | +23.4% |
| 7D | +34.9% | -7.7% | +42.6% | +35.0% |
| 30D | +52.5% | -5.3% | +57.9% | +53.0% |
| 3M | -41.3% | +20.3% | -61.6% | -39.2% |
| 6M | +293.8% | +47.4% | +246.4% | +285.0% |
| All | +432.9% | +37.1% | +395.8% | +383.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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