+368.8%
SNXX vs AIG
+3.4%
+365.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.5% | -6.3% |
| 7D | -12.0% | -1.2% | -10.9% | -14.0% |
| 30D | +37.9% | -1.1% | +39.0% | +36.4% |
| 3M | -52.7% | +0.7% | -53.3% | -50.6% |
| 6M | +194.8% | -2.2% | +197.0% | +216.6% |
| All | +368.8% | +3.4% | +365.4% | +469.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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