+432.9%
SNXX vs XYZ
+24.7%
+408.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +23.5% |
| 7D | +34.9% | -1.0% | +35.9% | +35.0% |
| 30D | +52.5% | -1.7% | +54.3% | +52.2% |
| 3M | -41.3% | +16.7% | -58.1% | -43.0% |
| 6M | +293.8% | +26.9% | +266.9% | +277.6% |
| All | +432.9% | +24.7% | +408.2% | +397.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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