+66.7%
SNXX vs T
-3.8%
+70.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.1% | -17.8% | -12.5% |
| 7D | -47.8% | +5.5% | -53.2% | -42.1% |
| 30D | -66.0% | -8.9% | -57.1% | -69.2% |
| 3M | -57.5% | -5.6% | -51.9% | -57.7% |
| 6M | -66.7% | -14.3% | -52.4% | -64.9% |
| All | +66.7% | -3.8% | +70.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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