+66.7%
SNXX vs STM
+59.6%
+7.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -6.1% | -9.7% | -5.8% |
| 7D | -47.8% | -6.0% | -41.8% | -40.5% |
| 30D | -66.0% | -20.9% | -45.1% | -48.4% |
| 3M | -57.5% | -15.8% | -41.7% | -42.1% |
| 6M | -66.7% | -17.0% | -49.7% | -36.9% |
| All | +66.7% | +59.6% | +7.1% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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