+66.7%
SNXX vs CHRW
-24.3%
+91.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -16.0% | -15.8% |
| 7D | -47.8% | +4.9% | -52.7% | -48.0% |
| 30D | -66.0% | -4.8% | -61.2% | -65.9% |
| 3M | -57.5% | -13.1% | -44.3% | -56.5% |
| 6M | -66.7% | -16.3% | -50.4% | -63.8% |
| All | +66.7% | -24.3% | +91.0% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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