+66.7%
SNXX vs SPG
+27.3%
+39.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.9% | -18.6% | -9.6% |
| 7D | -47.8% | +8.2% | -56.0% | -37.3% |
| 30D | -66.0% | +13.5% | -79.5% | -54.8% |
| 3M | -57.5% | +2.2% | -59.7% | -52.9% |
| 6M | -66.7% | +15.9% | -82.6% | -60.5% |
| All | +66.7% | +27.3% | +39.4% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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