+194.8%
SNXX vs TW
-18.7%
+213.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.1% | -9.2% |
| 7D | -12.0% | -4.5% | -7.6% | -20.6% |
| 30D | +37.9% | -2.3% | +40.2% | +29.6% |
| 3M | -52.7% | +2.6% | -55.3% | -46.0% |
| 6M | +194.8% | -17.5% | +212.3% | +296.8% |
| All | +194.8% | -18.7% | +213.4% | +296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 6mo: compounded portfolio wealth divided by compounded TW 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…
6mo analysis · Full analysis span regression · 6 months rolling