+13.0%
SPY vs SNXX
+443.4%
-430.4%
-6.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -0.5% |
| 7D | -0.4% | +27.3% | -27.7% | -1.1% |
| 30D | -1.4% | +89.3% | -90.7% | -3.6% |
| 3M | +3.7% | -29.6% | +33.3% | +1.8% |
| 6M | +13.0% | +324.4% | -311.4% | -1.1% |
| All | +13.0% | +443.4% | -430.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNXX.
Daily Out/Under-Performance
Portfolio return minus SNXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNXX 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 6mo: compounded portfolio wealth divided by compounded SNXX 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…
6mo analysis · Full analysis span regression · 6 months rolling