+66.7%
SNXX vs ALLE
+17.1%
+49.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.8% | -17.5% | -15.7% |
| 7D | -47.8% | +6.7% | -54.4% | -47.9% |
| 30D | -66.0% | +25.4% | -91.4% | -67.3% |
| 3M | -57.5% | +16.9% | -74.4% | -57.7% |
| 6M | -66.7% | +46.6% | -113.3% | -73.7% |
| All | +66.7% | +17.1% | +49.6% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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