+448.0%
SNXX vs ACM
-33.3%
+481.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.8% | +2.6% |
| 7D | +27.3% | -3.7% | +31.0% | +27.1% |
| 30D | +89.3% | -12.7% | +101.9% | +88.0% |
| 3M | -29.6% | -9.8% | -19.8% | -30.0% |
| 6M | +324.4% | -31.4% | +355.8% | +336.6% |
| All | +448.0% | -33.3% | +481.3% | +464.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling