+368.8%
SNXX vs STM
+80.0%
+288.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.6% | -9.5% |
| 7D | -12.0% | -1.4% | -10.6% | -10.1% |
| 30D | +37.9% | -4.9% | +42.9% | +52.9% |
| 3M | -52.7% | -34.0% | -18.7% | +2.2% |
| 6M | +194.8% | +51.8% | +143.0% | +156.2% |
| All | +368.8% | +80.0% | +288.8% | +333.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling