+432.9%
SNXX vs ALLE
-4.8%
+437.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.0% | +22.4% | +22.8% |
| 7D | +34.9% | -0.2% | +35.1% | +35.1% |
| 30D | +52.5% | -6.8% | +59.3% | +58.3% |
| 3M | -41.3% | +21.0% | -62.4% | -52.5% |
| 6M | +293.8% | +1.1% | +292.7% | +295.4% |
| All | +432.9% | -4.8% | +437.8% | +447.4% |
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