+123.9%
STX vs SNXX
+350.9%
-227.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.1% | +3.3% | -2.1% |
| 7D | -2.3% | -12.0% | +9.8% | +0.7% |
| 30D | -5.5% | +37.9% | -43.4% | -13.7% |
| 3M | -4.3% | -52.7% | +48.4% | -1.3% |
| 6M | +115.6% | +194.8% | -79.2% | +25.9% |
| All | +123.9% | +350.9% | -227.0% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling