+66.7%
SNXX vs THC
+49.0%
+17.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +9.6% | -25.3% | -12.3% |
| 7D | -47.8% | +8.8% | -56.6% | -45.7% |
| 30D | -66.0% | +12.6% | -78.7% | -64.3% |
| 3M | -57.5% | +15.4% | -72.8% | -54.7% |
| 6M | -66.7% | +57.7% | -124.4% | -67.2% |
| All | +66.7% | +49.0% | +17.7% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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