+433.2%
SNXX vs ALLY
+2.4%
+430.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +2.0% |
| 7D | +26.7% | +1.0% | +25.7% | +26.0% |
| 30D | +90.7% | -3.3% | +94.0% | +94.0% |
| 3M | -30.9% | +0.5% | -31.3% | -29.8% |
| 6M | +409.9% | +12.6% | +397.4% | +425.6% |
| All | +433.2% | +2.4% | +430.9% | +387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling