+368.8%
SNXX vs TW
-4.6%
+373.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.1% | -9.1% |
| 7D | -12.0% | -4.5% | -7.6% | -20.2% |
| 30D | +37.9% | -2.3% | +40.2% | +30.1% |
| 3M | -52.7% | +2.6% | -55.3% | -45.3% |
| 6M | +194.8% | -17.5% | +212.3% | +192.8% |
| All | +368.8% | -4.6% | +373.3% | +552.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling