+448.0%
SNXX vs BAC
+22.0%
+426.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.3% | +2.6% |
| 7D | +27.3% | +0.6% | +26.7% | +27.0% |
| 30D | +89.3% | -1.4% | +90.7% | +89.9% |
| 3M | -29.6% | +15.7% | -45.3% | -34.1% |
| 6M | +324.4% | +32.2% | +292.2% | +257.3% |
| All | +448.0% | +22.0% | +426.0% | +367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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