+404.4%
SNXX vs ALLE
-8.4%
+412.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.7% | -7.8% |
| 7D | +16.8% | -2.8% | +19.5% | +18.7% |
| 30D | +65.3% | -10.2% | +75.5% | +75.2% |
| 3M | -34.8% | +17.4% | -52.2% | -46.4% |
| 6M | +255.1% | +3.3% | +251.8% | +249.5% |
| All | +404.4% | -8.4% | +412.7% | +429.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling