+433.2%
SNXX vs CF
+48.3%
+385.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | +0.8% |
| 7D | +26.7% | -0.9% | +27.6% | +26.1% |
| 30D | +90.7% | +18.1% | +72.6% | +127.6% |
| 3M | -30.9% | +23.4% | -54.2% | -12.0% |
| 6M | +409.9% | +17.1% | +392.8% | +541.2% |
| All | +433.2% | +48.3% | +385.0% | +1,073.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling