+448.0%
SNXX vs ADI
+20.7%
+427.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.2% | +1.3% |
| 7D | +27.3% | +2.6% | +24.7% | +19.2% |
| 30D | +89.3% | -4.6% | +93.9% | +120.0% |
| 3M | -29.6% | -9.5% | -20.1% | +18.6% |
| 6M | +324.4% | +14.8% | +309.6% | +326.2% |
| All | +448.0% | +20.7% | +427.3% | +517.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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