+404.4%
SNXX vs SO
+2.0%
+402.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.3% | -9.7% |
| 7D | +16.8% | -1.1% | +17.9% | +13.6% |
| 30D | +65.3% | -3.7% | +69.0% | +50.2% |
| 3M | -34.8% | -5.9% | -28.9% | -40.7% |
| 6M | +255.1% | -7.3% | +262.5% | +237.6% |
| All | +404.4% | +2.0% | +402.4% | +401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling