+368.8%
SNXX vs THC
+34.4%
+334.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.1% | -7.0% |
| 7D | -12.0% | -0.5% | -11.5% | -12.2% |
| 30D | +37.9% | -1.2% | +39.1% | +37.8% |
| 3M | -52.7% | +52.3% | -104.9% | -56.8% |
| 6M | +194.8% | +12.4% | +182.4% | +260.6% |
| All | +368.8% | +34.4% | +334.4% | +358.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling