+448.0%
SNXX vs STM
+80.1%
+367.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +4.1% |
| 7D | +27.3% | +1.7% | +25.7% | +24.5% |
| 30D | +89.3% | -5.2% | +94.4% | +110.3% |
| 3M | -29.6% | -29.6% | +0.1% | +43.5% |
| 6M | +324.4% | +54.4% | +270.1% | +264.4% |
| All | +448.0% | +80.1% | +367.8% | +407.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling