+368.8%
SNXX vs CARR
+0.9%
+367.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.4% | -8.5% | -9.9% |
| 7D | -12.0% | -3.8% | -8.3% | -5.4% |
| 30D | +37.9% | -8.9% | +46.8% | +66.0% |
| 3M | -52.7% | -17.3% | -35.4% | -22.7% |
| 6M | +194.8% | -1.4% | +196.2% | +270.4% |
| All | +368.8% | +0.9% | +367.9% | +582.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling