+66.7%
SNXX vs ADVB
-66.1%
+132.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -4.5% | -11.2% | -15.4% |
| 7D | -47.8% | -29.5% | -18.3% | -46.4% |
| 30D | -66.0% | -66.9% | +0.9% | -64.1% |
| 3M | -57.5% | -73.7% | +16.2% | -55.1% |
| 6M | -66.7% | -64.8% | -2.0% | -64.6% |
| All | +66.7% | -66.1% | +132.8% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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