+432.9%
SNXX vs ALK
-16.0%
+448.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.5% | +21.8% | +22.1% |
| 7D | +34.9% | -0.7% | +35.5% | +35.6% |
| 30D | +52.5% | -19.2% | +71.8% | +82.2% |
| 3M | -41.3% | -1.5% | -39.8% | -37.4% |
| 6M | +293.8% | -13.1% | +306.8% | +306.1% |
| All | +432.9% | -16.0% | +448.9% | +462.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling