+368.8%
SNXX vs SM
+104.6%
+264.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.2% |
| 7D | -12.0% | +4.6% | -16.6% | -10.0% |
| 30D | +37.9% | +18.2% | +19.7% | +49.8% |
| 3M | -52.7% | +22.5% | -75.2% | -44.1% |
| 6M | +194.8% | +50.6% | +144.2% | +308.0% |
| All | +368.8% | +104.6% | +264.2% | +723.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling