+368.8%
SNXX vs ALB
-37.0%
+405.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.4% | -3.6% | -4.2% |
| 7D | -12.0% | -6.6% | -5.4% | -6.8% |
| 30D | +37.9% | -8.1% | +46.1% | +45.7% |
| 3M | -52.7% | -25.7% | -27.0% | -40.8% |
| 6M | +194.8% | -29.5% | +224.2% | +300.7% |
| All | +368.8% | -37.0% | +405.7% | +498.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling