+368.8%
SNXX vs SO
+1.3%
+367.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.4% | -8.7% |
| 7D | -12.0% | -1.1% | -11.0% | -14.6% |
| 30D | +37.9% | -5.0% | +42.9% | +21.1% |
| 3M | -52.7% | -5.8% | -46.9% | -57.3% |
| 6M | +194.8% | -7.9% | +202.7% | +175.2% |
| All | +368.8% | +1.3% | +367.4% | +357.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling