+448.0%
SNXX vs TXT
-15.8%
+463.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.3% | +2.3% |
| 7D | +27.3% | +0.8% | +26.5% | +26.2% |
| 30D | +89.3% | -10.4% | +99.7% | +111.7% |
| 3M | -29.6% | -14.3% | -15.2% | -17.4% |
| 6M | +324.4% | -15.1% | +339.5% | +359.3% |
| All | +448.0% | -15.8% | +463.8% | +541.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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