+404.4%
SNXX vs STM
+77.3%
+327.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.6% | -6.4% | -5.4% |
| 7D | +16.8% | -1.1% | +17.8% | +19.5% |
| 30D | +65.3% | -7.8% | +73.1% | +92.4% |
| 3M | -34.8% | -28.2% | -6.6% | +32.0% |
| 6M | +255.1% | +52.0% | +203.2% | +213.3% |
| All | +404.4% | +77.3% | +327.1% | +379.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling