+448.0%
SNXX vs CAT
+27.9%
+420.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +5.4% |
| 7D | +27.3% | +2.9% | +24.4% | +17.1% |
| 30D | +89.3% | -2.6% | +91.9% | +113.3% |
| 3M | -29.6% | -10.7% | -18.9% | +44.2% |
| 6M | +324.4% | +16.1% | +308.3% | +347.5% |
| All | +448.0% | +27.9% | +420.1% | +383.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling