+448.0%
SNXX vs ALB
-32.7%
+480.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +5.1% |
| 7D | +27.3% | -8.6% | +35.9% | +35.9% |
| 30D | +89.3% | -4.0% | +93.3% | +92.4% |
| 3M | -29.6% | -17.4% | -12.2% | -18.8% |
| 6M | +324.4% | -25.4% | +349.8% | +445.0% |
| All | +448.0% | -32.7% | +480.7% | +560.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling