+66.7%
SNXX vs CLF
-7.6%
+74.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -9.2% | -6.6% | -9.0% |
| 7D | -47.8% | -7.9% | -39.9% | -44.3% |
| 30D | -66.0% | +5.2% | -71.3% | -67.1% |
| 3M | -57.5% | +4.3% | -61.8% | -58.7% |
| 6M | -66.7% | +25.3% | -92.0% | -70.8% |
| All | +66.7% | -7.6% | +74.3% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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