+368.8%
SNXX vs TEM
-13.1%
+381.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.5% | -7.3% |
| 7D | -12.0% | -8.7% | -3.4% | -7.8% |
| 30D | +37.9% | +8.1% | +29.9% | +28.5% |
| 3M | -52.7% | +19.0% | -71.7% | -58.7% |
| 6M | +194.8% | +12.0% | +182.8% | +151.0% |
| All | +368.8% | -13.1% | +381.8% | +270.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling