+404.4%
SNXX vs S
+36.6%
+367.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.9% | -9.9% | -7.9% |
| 7D | +16.8% | +0.1% | +16.7% | +16.8% |
| 30D | +65.3% | -11.8% | +77.1% | +65.0% |
| 3M | -34.8% | +33.9% | -68.7% | -34.9% |
| 6M | +255.1% | +40.1% | +215.0% | +231.4% |
| All | +404.4% | +36.6% | +367.8% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling