+448.0%
SNXX vs ROL
-44.8%
+492.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +3.9% | +0.7% |
| 7D | +27.3% | -3.3% | +30.6% | +19.9% |
| 30D | +89.3% | -7.2% | +96.5% | +67.6% |
| 3M | -29.6% | -27.0% | -2.6% | -52.7% |
| 6M | +324.4% | -39.5% | +363.9% | +134.1% |
| All | +448.0% | -44.8% | +492.8% | +178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling