+368.8%
SNXX vs CMI
-1.6%
+370.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.2% | -8.3% | -10.3% |
| 7D | -12.0% | -0.7% | -11.3% | -10.6% |
| 30D | +37.9% | -12.4% | +50.3% | +99.7% |
| 3M | -52.7% | -14.8% | -37.9% | -6.4% |
| 6M | +194.8% | +0.8% | +194.0% | +304.9% |
| All | +368.8% | -1.6% | +370.3% | +582.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling