+432.9%
SNXX vs TSEM
+71.6%
+361.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +7.8% | +15.5% | +13.4% |
| 7D | +34.9% | +6.9% | +28.0% | +25.0% |
| 30D | +52.5% | +5.3% | +47.2% | +36.4% |
| 3M | -41.3% | -14.9% | -26.4% | -15.0% |
| 6M | +293.8% | +80.0% | +213.7% | +134.3% |
| All | +432.9% | +71.6% | +361.3% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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