+404.4%
SNXX vs TPR
-8.2%
+412.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.9% | -9.9% | -8.1% |
| 7D | +16.8% | -5.1% | +21.9% | +17.2% |
| 30D | +65.3% | -27.6% | +92.8% | +72.6% |
| 3M | -34.8% | -17.5% | -17.3% | -40.2% |
| 6M | +255.1% | -21.3% | +276.5% | +232.4% |
| All | +404.4% | -8.2% | +412.6% | +445.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling