+368.8%
SNXX vs RL
-5.8%
+374.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.8% | -8.0% |
| 7D | -12.0% | -3.4% | -8.6% | -8.1% |
| 30D | +37.9% | -14.4% | +52.4% | +67.8% |
| 3M | -52.7% | -13.6% | -39.1% | -43.0% |
| 6M | +194.8% | +0.6% | +194.2% | +191.9% |
| All | +368.8% | -5.8% | +374.6% | +390.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling