+404.4%
SNXX vs UL
-6.4%
+410.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.4% | -6.6% | -10.6% |
| 7D | +16.8% | -4.1% | +20.8% | +7.5% |
| 30D | +65.3% | -1.2% | +66.5% | +63.5% |
| 3M | -34.8% | +6.0% | -40.8% | -22.2% |
| 6M | +255.1% | -5.5% | +260.6% | +357.7% |
| All | +404.4% | -6.4% | +410.8% | +686.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling