+66.7%
SNXX vs CAPR
-62.3%
+129.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +8.3% | -24.0% | -17.3% |
| 7D | -47.8% | +43.2% | -91.0% | -51.8% |
| 30D | -66.0% | +14.7% | -80.7% | -67.1% |
| 3M | -57.5% | +113.9% | -171.4% | -65.6% |
| 6M | -66.7% | -73.4% | +6.6% | -44.8% |
| All | +66.7% | -62.3% | +129.0% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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