+194.8%
SNXX vs UL
-4.2%
+199.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -5.5% |
| 7D | -12.0% | -3.4% | -8.6% | -19.5% |
| 30D | +37.9% | +0.5% | +37.5% | +41.4% |
| 3M | -52.7% | +7.2% | -59.9% | -38.1% |
| 6M | +194.8% | -3.1% | +197.8% | +305.6% |
| All | +194.8% | -4.2% | +199.0% | +305.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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