+66.7%
SNXX vs CARR
-1.8%
+68.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.3% | -16.7% |
| 7D | -47.8% | -0.7% | -47.1% | -46.6% |
| 30D | -66.0% | +0.3% | -66.3% | -66.2% |
| 3M | -57.5% | -14.9% | -42.6% | -41.5% |
| 6M | -66.7% | -14.9% | -51.9% | -46.4% |
| All | +66.7% | -1.8% | +68.5% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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