+432.9%
SNXX vs CMI
-0.9%
+433.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.8% | +20.6% | +15.9% |
| 7D | +34.9% | -0.7% | +35.6% | +38.9% |
| 30D | +52.5% | -13.4% | +66.0% | +129.2% |
| 3M | -41.3% | -17.0% | -24.3% | +22.6% |
| 6M | +293.8% | -1.6% | +295.4% | +459.7% |
| All | +432.9% | -0.9% | +433.8% | +663.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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