+66.7%
SNXX vs SW
+7.6%
+59.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.1% | -19.8% | -16.4% |
| 7D | -47.8% | +12.1% | -59.8% | -49.2% |
| 30D | -66.0% | +6.6% | -72.6% | -66.6% |
| 3M | -57.5% | -6.0% | -51.5% | -56.3% |
| 6M | -66.7% | +21.5% | -88.2% | -69.5% |
| All | +66.7% | +7.6% | +59.1% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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