+9.9%
SNXX vs CF
+38.1%
-28.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.1% | -11.7% | -11.4% |
| 7D | +8.5% | +4.8% | +3.7% | +14.7% |
| 30D | -66.5% | +4.7% | -71.2% | -61.9% |
| 3M | -74.6% | +7.4% | -82.0% | -69.8% |
| 6M | -82.8% | +0.6% | -83.4% | -80.8% |
| All | +9.9% | +38.1% | -28.2% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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