+368.8%
SNXX vs USFR
+2.4%
+366.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.1% | -2.6% |
| 7D | -12.0% | +0.1% | -12.2% | -5.1% |
| 30D | +37.9% | +0.4% | +37.6% | +69.2% |
| 3M | -52.7% | +1.0% | -53.7% | -16.7% |
| 6M | +194.8% | +2.0% | +192.8% | +441.6% |
| All | +368.8% | +2.4% | +366.3% | +379.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling