+66.7%
SNXX vs SPGI
-3.9%
+70.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.4% | -19.1% | -10.3% |
| 7D | -47.8% | +7.2% | -55.0% | -40.2% |
| 30D | -66.0% | +23.2% | -89.2% | -51.8% |
| 3M | -57.5% | +17.0% | -74.5% | -43.5% |
| 6M | -66.7% | +20.4% | -87.1% | -49.2% |
| All | +66.7% | -3.9% | +70.6% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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