-29.6%
SNXX vs AME
+3.8%
-33.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +6.5% |
| 7D | +27.3% | +1.3% | +26.0% | +19.2% |
| 30D | +89.3% | -6.6% | +95.9% | +177.5% |
| 3M | -29.6% | +3.0% | -32.5% | -42.0% |
| All | -29.6% | +3.8% | -33.3% | -42.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling