+368.8%
SNXX vs AA
-16.0%
+384.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | -12.0% | -3.4% | -8.6% | -8.9% |
| 30D | +37.9% | -5.8% | +43.7% | +45.4% |
| 3M | -52.7% | -29.9% | -22.8% | -36.2% |
| 6M | +194.8% | -27.0% | +221.8% | +295.3% |
| All | +368.8% | -16.0% | +384.8% | +460.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling