+66.7%
SNXX vs SM
+66.8%
-0.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -15.3% | -0.5% | -21.0% |
| 7D | -47.8% | -21.5% | -26.3% | -52.7% |
| 30D | -66.0% | -11.4% | -54.6% | -66.9% |
| 3M | -57.5% | +0.6% | -58.1% | -55.8% |
| 6M | -66.7% | +0.2% | -67.0% | -62.4% |
| All | +66.7% | +66.8% | -0.1% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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