+368.8%
SNXX vs TMO
-1.7%
+370.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -6.7% |
| 7D | -12.0% | -0.6% | -11.4% | -12.2% |
| 30D | +37.9% | +1.1% | +36.8% | +39.2% |
| 3M | -52.7% | +28.3% | -81.0% | -53.1% |
| 6M | +194.8% | +23.3% | +171.5% | +204.5% |
| All | +368.8% | -1.7% | +370.5% | +311.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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