+432.9%
SNXX vs ROL
-42.7%
+475.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.4% | +23.0% | +24.1% |
| 7D | +34.9% | -1.4% | +36.3% | +31.5% |
| 30D | +52.5% | -4.1% | +56.6% | +43.0% |
| 3M | -41.3% | -22.5% | -18.8% | -56.8% |
| 6M | +293.8% | -37.7% | +331.4% | +130.4% |
| All | +432.9% | -42.7% | +475.6% | +189.6% |
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