+368.8%
SNXX vs Z
-53.5%
+422.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +4.0% | -11.1% | -4.2% |
| 7D | -12.0% | -6.0% | -6.0% | -15.7% |
| 30D | +37.9% | -2.3% | +40.2% | +36.8% |
| 3M | -52.7% | -0.6% | -52.1% | -46.4% |
| 6M | +194.8% | -27.6% | +222.4% | +217.4% |
| All | +368.8% | -53.5% | +422.3% | +278.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling