+368.8%
SNXX vs SPYG
+11.7%
+357.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -11.9% |
| 7D | -12.0% | -0.9% | -11.2% | -7.6% |
| 30D | +37.9% | -1.5% | +39.5% | +51.2% |
| 3M | -52.7% | +3.7% | -56.4% | -52.1% |
| 6M | +194.8% | +16.4% | +178.4% | +97.4% |
| All | +368.8% | +11.7% | +357.1% | +241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling