+368.8%
SNXX vs ACM
-33.8%
+402.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.1% | -7.0% |
| 7D | -12.0% | -4.6% | -7.5% | -12.2% |
| 30D | +37.9% | +4.1% | +33.9% | +37.8% |
| 3M | -52.7% | -8.3% | -44.4% | -53.7% |
| 6M | +194.8% | -30.1% | +224.8% | +208.6% |
| All | +368.8% | -33.8% | +402.6% | +382.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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