+433.2%
SNXX vs USB
+13.8%
+419.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.7% |
| 7D | +26.7% | +2.1% | +24.6% | +25.3% |
| 30D | +90.7% | -2.3% | +92.9% | +93.3% |
| 3M | -30.9% | +13.9% | -44.7% | -36.9% |
| 6M | +409.9% | +21.6% | +388.4% | +322.7% |
| All | +433.2% | +13.8% | +419.4% | +357.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 5y: compounded portfolio wealth divided by compounded USB 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…
5y analysis · Full analysis span regression · 6 months rolling