+368.8%
SNXX vs CAT
+28.4%
+340.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.7% | -12.3% |
| 7D | -12.0% | +0.6% | -12.6% | -14.0% |
| 30D | +37.9% | -4.3% | +42.3% | +62.8% |
| 3M | -52.7% | -8.6% | -44.0% | -8.0% |
| 6M | +194.8% | +16.1% | +178.7% | +210.7% |
| All | +368.8% | +28.4% | +340.4% | +307.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling