+66.7%
SNXX vs SFM
-24.5%
+91.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.6% | -19.4% | -14.1% |
| 7D | -47.8% | -12.3% | -35.5% | -48.4% |
| 30D | -66.0% | -16.2% | -49.8% | -66.9% |
| 3M | -57.5% | -36.8% | -20.7% | -64.4% |
| 6M | -66.7% | -32.6% | -34.1% | -69.3% |
| All | +66.7% | -24.5% | +91.2% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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