+368.8%
SNXX vs ALB
-37.2%
+405.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.8% | -3.3% | -3.9% |
| 7D | -12.0% | -6.9% | -5.1% | -6.5% |
| 30D | +37.9% | -8.4% | +46.4% | +46.2% |
| 3M | -52.7% | -25.9% | -26.7% | -40.6% |
| 6M | +194.8% | -29.7% | +224.5% | +301.9% |
| All | +368.8% | -37.2% | +405.9% | +500.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 3y: compounded portfolio wealth divided by compounded ALB 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…
3y analysis · Full analysis span regression · 6 months rolling