-34.8%
SNXX vs XE
-21.6%
-13.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -8.2% | +0.3% | -2.3% |
| 7D | +16.8% | -11.4% | +28.2% | +25.0% |
| 30D | +65.3% | -23.0% | +88.3% | +93.1% |
| 3M | -34.8% | -12.1% | -22.7% | -42.4% |
| All | -34.8% | -21.6% | -13.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3mo: compounded portfolio wealth divided by compounded XE 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…
3mo analysis · Full analysis span regression · Available span rolling