+1.3%
SNXX vs LULU
-42.3%
+43.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +6.5% |
| 7D | -51.3% | +3.3% | -54.6% | -50.5% |
| 30D | -79.0% | +20.6% | -99.6% | -77.4% |
| 3M | -66.5% | -11.2% | -55.3% | -66.2% |
| 6M | -83.8% | -16.1% | -67.7% | -81.9% |
| All | +1.3% | -42.3% | +43.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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