+66.7%
SNXX vs CLX
-7.3%
+74.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.7% | -21.5% | -10.3% |
| 7D | -47.8% | +14.2% | -62.0% | -40.3% |
| 30D | -66.0% | +22.7% | -88.7% | -58.0% |
| 3M | -57.5% | -2.8% | -54.7% | -57.4% |
| 6M | -66.7% | +17.7% | -84.4% | -61.5% |
| All | +66.7% | -7.3% | +74.0% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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