+433.2%
SNXX vs CAPR
-61.8%
+495.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.8% |
| 7D | +26.7% | -9.5% | +36.2% | +29.2% |
| 30D | +90.7% | +121.5% | -30.8% | +54.9% |
| 3M | -30.9% | -65.4% | +34.5% | +8.8% |
| 6M | +409.9% | -67.5% | +477.5% | +670.3% |
| All | +433.2% | -61.8% | +495.0% | +680.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling