+432.9%
SNXX vs CHRW
-16.5%
+449.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.1% | +22.3% | +23.1% |
| 7D | +34.9% | -1.4% | +36.3% | +35.4% |
| 30D | +52.5% | -3.5% | +56.0% | +54.2% |
| 3M | -41.3% | -19.4% | -21.9% | -33.7% |
| 6M | +293.8% | -21.4% | +315.1% | +324.6% |
| All | +432.9% | -16.5% | +449.4% | +472.0% |
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