+368.8%
SNXX vs AGI
-15.6%
+384.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.8% | -7.3% |
| 7D | -12.0% | -2.7% | -9.3% | -11.1% |
| 30D | +37.9% | +7.2% | +30.7% | +33.4% |
| 3M | -52.7% | +4.3% | -56.9% | -54.6% |
| 6M | +194.8% | -27.1% | +221.9% | +190.6% |
| All | +368.8% | -15.6% | +384.3% | +412.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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