+66.7%
SNXX vs TEM
+11.4%
+55.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.8% | -12.9% | -14.4% |
| 7D | -47.8% | -1.3% | -46.5% | -47.2% |
| 30D | -66.0% | -9.5% | -56.5% | -64.2% |
| 3M | -57.5% | +60.7% | -118.2% | -69.9% |
| 6M | -66.7% | +35.5% | -102.2% | -73.2% |
| All | +66.7% | +11.4% | +55.3% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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