+404.4%
SNXX vs AMC
+57.3%
+347.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.1% | -3.9% | -7.6% |
| 7D | +16.8% | -7.1% | +23.9% | +17.6% |
| 30D | +65.3% | -1.7% | +67.0% | +65.6% |
| 3M | -34.8% | +13.5% | -48.2% | -35.1% |
| 6M | +255.1% | +112.6% | +142.5% | +222.8% |
| All | +404.4% | +57.3% | +347.0% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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