+432.9%
SNXX vs RL
-2.5%
+435.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.0% | +21.3% | +20.6% |
| 7D | +34.9% | -0.8% | +35.7% | +36.4% |
| 30D | +52.5% | -7.8% | +60.3% | +64.5% |
| 3M | -41.3% | -4.0% | -37.3% | -38.4% |
| 6M | +293.8% | -1.9% | +295.6% | +278.7% |
| All | +432.9% | -2.5% | +435.4% | +433.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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