+404.4%
SNXX vs CFG
+13.0%
+391.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.4% | -8.3% | -8.4% |
| 7D | +16.8% | -1.7% | +18.5% | +18.9% |
| 30D | +65.3% | -4.6% | +69.9% | +75.5% |
| 3M | -34.8% | +7.9% | -42.7% | -40.8% |
| 6M | +255.1% | +19.9% | +235.3% | +169.1% |
| All | +404.4% | +13.0% | +391.4% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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