+66.7%
SNXX vs TPR
-0.7%
+67.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.5% | -19.3% | -15.4% |
| 7D | -47.8% | +12.6% | -60.4% | -47.3% |
| 30D | -66.0% | +7.1% | -73.2% | -65.7% |
| 3M | -57.5% | -19.4% | -38.1% | -56.4% |
| 6M | -66.7% | -9.7% | -57.0% | -69.8% |
| All | +66.7% | -0.7% | +67.4% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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