+404.4%
SNXX vs SPGI
-18.1%
+422.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.9% | -6.1% | -10.6% |
| 7D | +16.8% | -8.9% | +25.7% | +2.4% |
| 30D | +65.3% | +0.6% | +64.6% | +68.2% |
| 3M | -34.8% | +2.0% | -36.7% | -26.1% |
| 6M | +255.1% | +0.1% | +255.1% | +309.4% |
| All | +404.4% | -18.1% | +422.5% | +484.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling