+404.4%
SNXX vs CI
+2.4%
+402.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.0% | -8.9% | -7.2% |
| 7D | +16.8% | -1.3% | +18.1% | +15.9% |
| 30D | +65.3% | +3.1% | +62.2% | +69.7% |
| 3M | -34.8% | -4.5% | -30.3% | -31.8% |
| 6M | +255.1% | +8.3% | +246.9% | +214.8% |
| All | +404.4% | +2.4% | +402.0% | +403.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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