+432.9%
SNXX vs ABT
+1.6%
+431.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +22.5% |
| 7D | +34.9% | -3.7% | +38.6% | +24.9% |
| 30D | +52.5% | +2.5% | +50.1% | +63.6% |
| 3M | -41.3% | +20.2% | -61.5% | -9.5% |
| 6M | +293.8% | -2.9% | +296.7% | +876.1% |
| All | +432.9% | +1.6% | +431.3% | +1,215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling