+324.4%
SNXX vs SM
+46.5%
+277.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +3.0% |
| 7D | +27.3% | -0.2% | +27.5% | +27.6% |
| 30D | +89.3% | +20.3% | +69.0% | +105.3% |
| 3M | -29.6% | +22.9% | -52.5% | -16.2% |
| 6M | +324.4% | +47.8% | +276.6% | +544.0% |
| All | +324.4% | +46.5% | +277.9% | +544.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling