+368.8%
SNXX vs ADVB
+32.1%
+336.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.5% | +0.4% | -6.8% |
| 7D | -12.0% | -12.3% | +0.2% | -11.7% |
| 30D | +37.9% | +7.8% | +30.2% | +37.3% |
| 3M | -52.7% | +104.2% | -156.9% | -50.3% |
| 6M | +194.8% | +58.1% | +136.7% | +211.7% |
| All | +368.8% | +32.1% | +336.7% | +406.0% |
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