+368.8%
SNXX vs LLY
+5.4%
+363.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.4% | -7.6% |
| 7D | -12.0% | -2.9% | -9.1% | -14.3% |
| 30D | +37.9% | -8.4% | +46.4% | +30.4% |
| 3M | -52.7% | -3.8% | -48.9% | -52.9% |
| 6M | +194.8% | +11.9% | +182.8% | +172.4% |
| All | +368.8% | +5.4% | +363.4% | +332.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling