+448.0%
SNXX vs Z
-54.0%
+502.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +2.3% |
| 7D | +27.3% | -7.1% | +34.4% | +21.3% |
| 30D | +89.3% | -4.8% | +94.1% | +84.2% |
| 3M | -29.6% | -9.3% | -20.2% | -21.2% |
| 6M | +324.4% | -29.0% | +353.4% | +349.3% |
| All | +448.0% | -54.0% | +502.0% | +338.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling