+66.7%
SNXX vs W
+10.6%
+56.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +11.0% | -26.7% | -21.2% |
| 7D | -47.8% | +8.4% | -56.2% | -50.3% |
| 30D | -66.0% | +16.5% | -82.5% | -68.8% |
| 3M | -57.5% | +6.4% | -63.9% | -59.1% |
| 6M | -66.7% | +90.5% | -157.3% | -78.1% |
| All | +66.7% | +10.6% | +56.1% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling