+404.4%
SNXX vs AME
+7.7%
+396.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -4.8% |
| 7D | +16.8% | 0.0% | +16.8% | +17.9% |
| 30D | +65.3% | -8.6% | +73.9% | +128.5% |
| 3M | -34.8% | +5.8% | -40.6% | -32.5% |
| 6M | +255.1% | +3.8% | +251.3% | +268.1% |
| All | +404.4% | +7.7% | +396.7% | +467.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling