+9.9%
SNXX vs SW
+1.9%
+8.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.9% | -10.7% | -11.4% |
| 7D | +8.5% | -2.9% | +11.4% | +9.1% |
| 30D | -66.5% | +5.0% | -71.5% | -67.1% |
| 3M | -74.6% | -13.7% | -60.9% | -73.3% |
| 6M | -82.8% | +8.0% | -90.8% | -83.7% |
| All | +9.9% | +1.9% | +8.0% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling