+194.8%
SNXX vs CME
-8.6%
+203.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.6% | -5.9% |
| 7D | -12.0% | -1.6% | -10.5% | -14.9% |
| 30D | +37.9% | +5.6% | +32.3% | +55.0% |
| 3M | -52.7% | +5.6% | -58.3% | -35.0% |
| 6M | +194.8% | -8.3% | +203.0% | +238.9% |
| All | +194.8% | -8.6% | +203.4% | +238.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling