+404.4%
SNXX vs CAG
-13.5%
+417.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.7% | -5.2% | -12.1% |
| 7D | +16.8% | -5.9% | +22.7% | +6.1% |
| 30D | +65.3% | -1.5% | +66.8% | +60.8% |
| 3M | -34.8% | +11.5% | -46.2% | -13.2% |
| 6M | +255.1% | -15.7% | +270.8% | +319.9% |
| All | +404.4% | -13.5% | +417.9% | +487.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling