-52.7%
SNXX vs TRU
+16.3%
-68.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.0% | -3.8% |
| 7D | -12.0% | -2.7% | -9.3% | -20.0% |
| 30D | +37.9% | -2.0% | +40.0% | +33.1% |
| 3M | -52.7% | +18.4% | -71.1% | +24.3% |
| All | -52.7% | +16.3% | -68.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3mo: compounded portfolio wealth divided by compounded TRU 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…
3mo analysis · Full analysis span regression · Available span rolling