+448.0%
SNXX vs XRT
-4.7%
+452.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.9% |
| 7D | +27.3% | -2.4% | +29.7% | +29.7% |
| 30D | +89.3% | -6.9% | +96.2% | +99.2% |
| 3M | -29.6% | -0.4% | -29.1% | -36.9% |
| 6M | +324.4% | +2.2% | +322.2% | +255.3% |
| All | +448.0% | -4.7% | +452.7% | +415.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling