+432.9%
SNXX vs Z
-50.5%
+483.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.1% | +25.5% | +21.8% |
| 7D | +34.9% | -3.0% | +37.9% | +32.2% |
| 30D | +52.5% | -4.2% | +56.7% | +47.0% |
| 3M | -41.3% | -3.7% | -37.6% | -30.9% |
| 6M | +293.8% | -24.5% | +318.3% | +334.9% |
| All | +432.9% | -50.5% | +483.5% | +349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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