+448.0%
SNXX vs TPR
-9.9%
+457.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +3.0% |
| 7D | +27.3% | -7.3% | +34.6% | +27.9% |
| 30D | +89.3% | -30.7% | +120.0% | +101.1% |
| 3M | -29.6% | -21.6% | -7.9% | -33.1% |
| 6M | +324.4% | -21.3% | +345.8% | +293.6% |
| All | +448.0% | -9.9% | +457.9% | +493.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling