+34.6%
SNXX vs SW
+4.8%
+29.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | -0.7% | +27.8% | +27.2% |
| 7D | -19.2% | -2.6% | -16.7% | -18.7% |
| 30D | -63.6% | +7.2% | -70.8% | -64.3% |
| 3M | -55.9% | -10.5% | -45.4% | -54.0% |
| 6M | -81.7% | +9.9% | -91.6% | -82.7% |
| All | +34.6% | +4.8% | +29.8% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling