+66.7%
SNXX vs AR
+5.8%
+60.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -6.3% | -9.5% | -19.9% |
| 7D | -47.8% | -11.1% | -36.7% | -52.3% |
| 30D | -66.0% | +7.9% | -73.9% | -63.2% |
| 3M | -57.5% | +4.9% | -62.4% | -54.4% |
| 6M | -66.7% | -5.3% | -61.4% | -65.1% |
| All | +66.7% | +5.8% | +60.9% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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