+66.7%
SNXX vs ROK
+6.7%
+60.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.6% | -15.2% | -14.4% |
| 7D | -47.8% | 0.0% | -47.8% | -46.8% |
| 30D | -66.0% | -2.5% | -63.5% | -62.8% |
| 3M | -57.5% | 0.0% | -57.5% | -56.0% |
| 6M | -66.7% | +11.6% | -78.3% | -67.5% |
| All | +66.7% | +6.7% | +60.0% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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