+368.8%
SNXX vs ALC
-17.7%
+386.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.3% | -7.9% |
| 7D | -12.0% | -6.3% | -5.7% | -18.3% |
| 30D | +37.9% | -10.3% | +48.2% | +23.7% |
| 3M | -52.7% | -0.7% | -51.9% | -51.8% |
| 6M | +194.8% | -17.8% | +212.6% | +175.9% |
| All | +368.8% | -17.7% | +386.5% | +461.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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