+66.7%
SNXX vs ABT
+9.0%
+57.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.6% | -21.3% | -3.7% |
| 7D | -47.8% | +12.5% | -60.3% | -30.2% |
| 30D | -66.0% | +16.1% | -82.1% | -50.9% |
| 3M | -57.5% | +10.2% | -67.7% | -43.9% |
| 6M | -66.7% | +33.7% | -100.4% | -34.6% |
| All | +66.7% | +9.0% | +57.6% | +403.3% |
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