+432.9%
SNXX vs SMR
-47.7%
+480.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.5% | +23.9% | +23.8% |
| 7D | +34.9% | +4.4% | +30.5% | +30.0% |
| 30D | +52.5% | +3.4% | +49.1% | +43.2% |
| 3M | -41.3% | -19.2% | -22.2% | -31.5% |
| 6M | +293.8% | -22.6% | +316.4% | +357.7% |
| All | +432.9% | -47.7% | +480.6% | +558.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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