+368.8%
SNXX vs CG
-29.5%
+398.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.7% | -5.4% | -5.1% |
| 7D | -12.0% | -9.9% | -2.2% | -1.3% |
| 30D | +37.9% | -11.7% | +49.6% | +56.4% |
| 3M | -52.7% | -4.3% | -48.4% | -50.3% |
| 6M | +194.8% | -8.8% | +203.5% | +227.7% |
| All | +368.8% | -29.5% | +398.3% | +437.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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