+432.9%
SNXX vs SPYG
+12.7%
+420.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +24.2% |
| 7D | +34.9% | +0.4% | +34.5% | +31.2% |
| 30D | +52.5% | -0.4% | +53.0% | +56.6% |
| 3M | -41.3% | +0.5% | -41.9% | -29.8% |
| 6M | +293.8% | +17.5% | +276.3% | +151.3% |
| All | +432.9% | +12.7% | +420.2% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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