+324.4%
SNXX vs ALC
-14.1%
+338.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +1.8% |
| 7D | +27.3% | -5.3% | +32.6% | +21.3% |
| 30D | +89.3% | -7.1% | +96.4% | +78.5% |
| 3M | -29.6% | +0.8% | -30.3% | -26.9% |
| 6M | +324.4% | -16.0% | +340.4% | +483.4% |
| All | +324.4% | -14.1% | +338.5% | +483.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling