+66.7%
SNXX vs CEG
-13.7%
+80.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -6.7% | -9.0% | -9.2% |
| 7D | -47.8% | -4.8% | -43.0% | -44.6% |
| 30D | -66.0% | -8.2% | -57.8% | -62.9% |
| 3M | -57.5% | -7.9% | -49.6% | -53.1% |
| 6M | -66.7% | -23.2% | -43.5% | -58.5% |
| All | +66.7% | -13.7% | +80.4% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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