+9.9%
SNXX vs ADVB
-59.2%
+69.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -23.6% | +12.0% | -9.4% |
| 7D | +8.5% | +27.8% | -19.3% | +5.4% |
| 30D | -66.5% | -50.8% | -15.7% | -65.4% |
| 3M | -74.6% | -70.5% | -4.1% | -73.5% |
| 6M | -82.8% | -46.7% | -36.1% | -81.5% |
| All | +9.9% | -59.2% | +69.1% | +23.8% |
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