+432.9%
SNXX vs LLY
+8.5%
+424.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.3% | +22.6% |
| 7D | +34.9% | -2.1% | +37.0% | +32.8% |
| 30D | +52.5% | -1.6% | +54.2% | +52.9% |
| 3M | -41.3% | +2.3% | -43.6% | -40.3% |
| 6M | +293.8% | +14.9% | +278.9% | +271.3% |
| All | +432.9% | +8.5% | +424.4% | +404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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