+66.7%
SNXX vs ACI
-16.8%
+83.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.5% | -19.3% | -10.4% |
| 7D | -47.8% | +4.5% | -52.3% | -42.5% |
| 30D | -66.0% | +20.9% | -86.9% | -53.1% |
| 3M | -57.5% | +15.2% | -72.7% | -44.2% |
| 6M | -66.7% | -13.3% | -53.4% | -65.4% |
| All | +66.7% | -16.8% | +83.5% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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