+404.4%
SNXX vs SN
+31.6%
+372.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.0% | -4.0% | -3.6% |
| 7D | +16.8% | -7.2% | +24.0% | +26.4% |
| 30D | +65.3% | -13.4% | +78.7% | +91.3% |
| 3M | -34.8% | +26.8% | -61.6% | -57.7% |
| 6M | +255.1% | +44.6% | +210.6% | +100.8% |
| All | +404.4% | +31.6% | +372.8% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling