+194.8%
SNXX vs CAG
-15.9%
+210.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.4% | -8.2% |
| 7D | -12.0% | -5.7% | -6.4% | -21.2% |
| 30D | +37.9% | -2.4% | +40.3% | +31.6% |
| 3M | -52.7% | +9.8% | -62.5% | -34.4% |
| 6M | +194.8% | -10.8% | +205.6% | +375.3% |
| All | +194.8% | -15.9% | +210.7% | +375.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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