+255.1%
SNXX vs ROK
+10.0%
+245.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.1% | -6.8% | -4.7% |
| 7D | +16.8% | -1.6% | +18.4% | +23.3% |
| 30D | +65.3% | -5.4% | +70.7% | +96.3% |
| 3M | -34.8% | -4.0% | -30.8% | -16.6% |
| 6M | +255.1% | +13.3% | +241.8% | +172.4% |
| All | +255.1% | +10.0% | +245.1% | +172.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling