+66.7%
SNXX vs AFL
+17.2%
+49.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.8% | -11.7% |
| 7D | -47.8% | +2.9% | -50.7% | -40.4% |
| 30D | -66.0% | +11.5% | -77.5% | -45.2% |
| 3M | -57.5% | +0.6% | -58.1% | -53.9% |
| 6M | -66.7% | +11.7% | -78.4% | -43.6% |
| All | +66.7% | +17.2% | +49.5% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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