+368.8%
SNXX vs AWK
+7.8%
+361.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.5% | -12.1% |
| 7D | -12.0% | -2.1% | -9.9% | -18.6% |
| 30D | +37.9% | +2.1% | +35.9% | +49.9% |
| 3M | -52.7% | +11.4% | -64.0% | -23.1% |
| 6M | +194.8% | +3.9% | +190.9% | +349.0% |
| All | +368.8% | +7.8% | +361.0% | +673.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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