+12.8%
SNXX vs SW
+5.2%
+7.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.2% | +11.1% | +11.3% |
| 7D | -37.6% | +1.8% | -39.4% | -37.7% |
| 30D | -73.2% | +7.0% | -80.2% | -73.7% |
| 3M | -59.7% | -7.6% | -52.0% | -58.4% |
| 6M | -85.0% | +8.5% | -93.5% | -85.8% |
| All | +12.8% | +5.2% | +7.6% | +10.8% |
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