+66.7%
SNXX vs TLT
-4.4%
+71.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.6% | -15.4% |
| 7D | -47.8% | +1.0% | -48.7% | -47.6% |
| 30D | -66.0% | +6.0% | -72.1% | -67.5% |
| 3M | -57.5% | -0.9% | -56.6% | -55.5% |
| 6M | -66.7% | -2.3% | -64.5% | -64.0% |
| All | +66.7% | -4.4% | +71.0% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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