+368.8%
SNXX vs ROL
-44.5%
+413.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.6% | -6.2% |
| 7D | -12.0% | -3.2% | -8.9% | -16.8% |
| 30D | +37.9% | -4.9% | +42.8% | +27.4% |
| 3M | -52.7% | -25.8% | -26.8% | -67.6% |
| 6M | +194.8% | -37.6% | +232.3% | +70.0% |
| All | +368.8% | -44.5% | +413.3% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling