+1.3%
SNXX vs SW
+4.9%
-3.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +7.0% |
| 7D | -51.3% | +2.3% | -53.6% | -51.4% |
| 30D | -79.0% | +6.8% | -85.8% | -79.4% |
| 3M | -66.5% | -5.2% | -61.3% | -65.8% |
| 6M | -83.8% | +7.4% | -91.2% | -84.6% |
| All | +1.3% | +4.9% | -3.6% | -0.4% |
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