+66.7%
SNXX vs ALM
-24.4%
+91.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.2% | -16.9% | -16.8% |
| 7D | -47.8% | -6.4% | -41.4% | -43.6% |
| 30D | -66.0% | -35.0% | -31.0% | -49.1% |
| 3M | -57.5% | -33.8% | -23.7% | -41.0% |
| 6M | -66.7% | -55.0% | -11.7% | -31.1% |
| All | +66.7% | -24.4% | +91.0% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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