+66.7%
SNXX vs CME
+12.3%
+54.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.4% | -17.1% | -12.9% |
| 7D | -47.8% | +4.8% | -52.6% | -41.0% |
| 30D | -66.0% | +14.2% | -80.2% | -53.9% |
| 3M | -57.5% | +17.9% | -75.4% | -38.6% |
| 6M | -66.7% | +7.2% | -74.0% | -47.9% |
| All | +66.7% | +12.3% | +54.4% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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