+432.9%
SNXX vs AME
+9.3%
+423.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.5% | +21.9% | +17.9% |
| 7D | +34.9% | +0.6% | +34.3% | +32.8% |
| 30D | +52.5% | -6.7% | +59.2% | +95.7% |
| 3M | -41.3% | +4.1% | -45.4% | -38.4% |
| 6M | +293.8% | +1.6% | +292.2% | +321.2% |
| All | +432.9% | +9.3% | +423.6% | +467.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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