+404.4%
SNXX vs CF
+49.1%
+355.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.2% | -5.8% | -10.2% |
| 7D | +16.8% | -2.0% | +18.7% | +14.9% |
| 30D | +65.3% | +15.3% | +50.0% | +92.2% |
| 3M | -34.8% | +24.3% | -59.1% | -16.5% |
| 6M | +255.1% | +23.9% | +231.2% | +402.9% |
| All | +404.4% | +49.1% | +355.3% | +1,014.1% |
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