+368.8%
SNXX vs CAPR
-64.7%
+433.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.2% |
| 7D | -12.0% | -11.0% | -1.1% | -10.0% |
| 30D | +37.9% | +99.8% | -61.8% | +14.5% |
| 3M | -52.7% | -66.6% | +13.9% | -25.4% |
| 6M | +194.8% | -75.1% | +269.9% | +385.0% |
| All | +368.8% | -64.7% | +433.4% | +597.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling