-20.2%
AMAT vs SNXX
-66.7%
+46.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -11.6% | +8.9% | +0.9% |
| 7D | +11.4% | +8.5% | +2.9% | +7.4% |
| 30D | -17.0% | -66.5% | +49.5% | +10.5% |
| All | -20.2% | -66.7% | +46.5% | +10.1% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling