+368.8%
SNXX vs SPG
+14.1%
+354.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.1% | -6.9% |
| 7D | -12.0% | -1.2% | -10.9% | -13.7% |
| 30D | +37.9% | -6.1% | +44.1% | +24.4% |
| 3M | -52.7% | -3.6% | -49.0% | -57.5% |
| 6M | +194.8% | +10.4% | +184.4% | +162.1% |
| All | +368.8% | +14.1% | +354.6% | +457.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling