+368.8%
SNXX vs T
+13.6%
+355.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.0% | -9.1% | -3.0% |
| 7D | -12.0% | +1.5% | -13.5% | -8.8% |
| 30D | +37.9% | +7.5% | +30.5% | +60.7% |
| 3M | -52.7% | +14.8% | -67.5% | -28.8% |
| 6M | +194.8% | -1.7% | +196.5% | +282.0% |
| All | +368.8% | +13.6% | +355.2% | +293.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling