+404.4%
SNXX vs CAT
+26.3%
+378.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.3% | -6.7% | -3.9% |
| 7D | +16.8% | +0.6% | +16.2% | +15.6% |
| 30D | +65.3% | -4.5% | +69.8% | +98.4% |
| 3M | -34.8% | -5.8% | -29.0% | +24.1% |
| 6M | +255.1% | +12.7% | +242.4% | +309.5% |
| All | +404.4% | +26.3% | +378.1% | +364.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling