+432.9%
SNXX vs AJG
+5.7%
+427.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.5% | +24.9% | +19.5% |
| 7D | +34.9% | -1.8% | +36.7% | +30.0% |
| 30D | +52.5% | +4.6% | +47.9% | +76.0% |
| 3M | -41.3% | +24.9% | -66.2% | +8.3% |
| 6M | +293.8% | +17.2% | +276.6% | +620.0% |
| All | +432.9% | +5.7% | +427.2% | +860.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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