+404.4%
SNXX vs ALLY
+2.1%
+402.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.8% | -8.8% | -8.4% |
| 7D | +16.8% | -3.3% | +20.0% | +18.9% |
| 30D | +65.3% | -4.1% | +69.3% | +68.8% |
| 3M | -34.8% | +1.4% | -36.2% | -33.7% |
| 6M | +255.1% | +14.4% | +240.8% | +270.7% |
| All | +404.4% | +2.1% | +402.3% | +361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling