+66.7%
SNXX vs ALAB
+35.8%
+30.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -4.4% | -11.3% | -11.0% |
| 7D | -47.8% | -24.9% | -22.9% | -26.6% |
| 30D | -66.0% | -38.4% | -27.6% | -41.0% |
| 3M | -57.5% | -38.3% | -19.2% | -27.3% |
| 6M | -66.7% | +10.9% | -77.7% | -49.2% |
| All | +66.7% | +35.8% | +30.9% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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