+432.9%
SNXX vs SO
+2.4%
+430.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +21.4% |
| 7D | +34.9% | -0.2% | +35.0% | +34.8% |
| 30D | +52.5% | -4.6% | +57.1% | +35.1% |
| 3M | -41.3% | -3.0% | -38.3% | -43.8% |
| 6M | +293.8% | -8.3% | +302.0% | +277.9% |
| All | +432.9% | +2.4% | +430.5% | +435.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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