+368.8%
SNXX vs CLX
-19.1%
+387.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -5.9% | -8.1% |
| 7D | -12.0% | -5.7% | -6.3% | -16.9% |
| 30D | +37.9% | -17.0% | +55.0% | +16.3% |
| 3M | -52.7% | -9.7% | -43.0% | -53.7% |
| 6M | +194.8% | -19.8% | +214.6% | +248.3% |
| All | +368.8% | -19.1% | +387.9% | +535.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling