+368.8%
SNXX vs XRT
-4.2%
+372.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.4% | -8.4% | -8.0% |
| 7D | -12.0% | -3.2% | -8.8% | -10.0% |
| 30D | +37.9% | -4.5% | +42.4% | +42.1% |
| 3M | -52.7% | -3.1% | -49.6% | -54.7% |
| 6M | +194.8% | +4.2% | +190.6% | +139.5% |
| All | +368.8% | -4.2% | +372.9% | +339.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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