+66.7%
SNXX vs CAT
-7.0%
+73.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -5.2% | -10.5% | -0.6% |
| 7D | -47.8% | -17.1% | -30.7% | -8.3% |
| 30D | -66.0% | -30.1% | -35.9% | -3.0% |
| 3M | -57.5% | -32.4% | -25.1% | +39.7% |
| 6M | -66.7% | -32.1% | -34.6% | +57.4% |
| All | +66.7% | -7.0% | +73.7% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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