-9.3%
AMAT vs SNXX
-39.8%
+30.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +23.4% | -19.1% | -1.5% |
| 7D | -1.5% | +34.9% | -36.4% | -9.2% |
| 30D | -14.8% | +52.5% | -67.3% | -26.3% |
| 3M | -9.3% | -41.3% | +32.1% | -12.6% |
| All | -9.3% | -39.8% | +30.5% | -12.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling