+66.7%
SNXX vs ROL
-38.7%
+105.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.8% | -18.5% | -11.2% |
| 7D | -47.8% | +14.6% | -62.4% | -33.5% |
| 30D | -66.0% | +29.3% | -95.3% | -46.5% |
| 3M | -57.5% | +2.0% | -59.5% | -54.7% |
| 6M | -66.7% | -28.5% | -38.2% | -75.2% |
| All | +66.7% | -38.7% | +105.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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